-37.1%
DOW vs GNRC
-58.7%
+21.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.6% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -3.9% | -15.7% | +11.8% | -1.2% |
| 3M | -12.7% | -27.3% | +14.7% | -8.6% |
| 6M | -13.7% | -12.1% | -1.6% | -13.8% |
| YTD | +28.4% | +37.1% | -8.7% | +16.3% |
| 1Y | +21.8% | -0.5% | +22.2% | +17.1% |
| 3Y | -35.7% | +61.5% | -97.2% | -44.7% |
| All | -37.1% | -58.7% | +21.5% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling