+558.5%
DG vs GNRC
+2,077.0%
-1,518.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.4% |
| 7D | -4.8% | +3.2% | -8.0% | -5.2% |
| 30D | +1.8% | -9.5% | +11.3% | +2.8% |
| 3M | +14.5% | -28.5% | +43.0% | +18.2% |
| 6M | -13.6% | -10.0% | -3.6% | -13.6% |
| YTD | -4.8% | +36.7% | -41.6% | -10.0% |
| 1Y | +21.6% | +2.6% | +19.0% | +18.7% |
| 3Y | +4.5% | +61.9% | -57.4% | -5.7% |
| 5Y | -38.5% | -59.0% | +20.6% | -35.9% |
| 10Y | +102.2% | +444.8% | -342.6% | +44.0% |
| All | +558.5% | +2,077.0% | -1,518.5% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GNRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling