-12.1%
DOW vs GNRC
+257.1%
-269.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.7% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -3.9% | -15.7% | +11.8% | -0.2% |
| 3M | -12.7% | -27.3% | +14.7% | -7.0% |
| 6M | -13.7% | -12.1% | -1.6% | -13.8% |
| YTD | +28.4% | +37.1% | -8.7% | +12.9% |
| 1Y | +21.8% | -0.5% | +22.2% | +15.9% |
| 3Y | -35.7% | +61.5% | -97.2% | -47.9% |
| 5Y | -36.8% | -58.6% | +21.7% | -28.5% |
| All | -12.1% | +257.1% | -269.1% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling