-10.2%
DOW vs GNRC
+246.9%
-257.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.4% |
| 7D | -2.4% | -0.7% | -1.6% | -2.2% |
| 30D | -4.1% | -15.8% | +11.8% | -0.3% |
| 3M | -12.4% | -24.0% | +11.6% | -7.9% |
| 6M | -10.6% | -13.8% | +3.2% | -10.3% |
| YTD | +31.1% | +33.2% | -2.1% | +16.1% |
| 1Y | +30.5% | -1.8% | +32.3% | +24.7% |
| 3Y | -34.4% | +57.7% | -92.1% | -46.5% |
| 5Y | -35.5% | -59.7% | +24.2% | -26.5% |
| All | -10.2% | +246.9% | -257.1% | -66.5% |
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