+666.8%
DLR vs GNRC
+2,120.5%
-1,453.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | +3.4% | +4.8% | -1.4% | +2.5% |
| 30D | -2.2% | -10.4% | +8.2% | -0.4% |
| 3M | +4.7% | -28.5% | +33.2% | +10.3% |
| 6M | +9.0% | -6.8% | +15.8% | +8.8% |
| YTD | +24.1% | +39.5% | -15.3% | +14.6% |
| 1Y | +20.9% | +3.4% | +17.6% | +17.2% |
| 3Y | +60.0% | +65.1% | -5.1% | +39.1% |
| 5Y | +35.3% | -57.1% | +92.4% | +40.0% |
| 10Y | +165.8% | +432.5% | -266.8% | +73.2% |
| All | +666.8% | +2,120.5% | -1,453.8% | +238.8% |
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