+936.0%
DRI vs GNRC
+2,120.5%
-1,184.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -2.1% |
| 7D | -1.2% | +4.8% | -6.1% | -2.2% |
| 30D | -0.4% | -10.4% | +10.0% | +1.6% |
| 3M | +9.5% | -28.5% | +38.0% | +15.8% |
| 6M | +6.5% | -6.8% | +13.2% | +6.0% |
| YTD | +18.4% | +39.5% | -21.1% | +8.0% |
| 1Y | +4.2% | +3.4% | +0.8% | +0.3% |
| 3Y | +57.1% | +65.1% | -8.1% | +32.6% |
| 5Y | +70.4% | -57.1% | +127.5% | +81.6% |
| 10Y | +354.0% | +432.5% | -78.5% | +175.7% |
| All | +936.0% | +2,120.5% | -1,184.5% | +351.3% |
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 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