+126.0%
DUK vs GNRC
+448.8%
-322.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -2.4% | -15.7% | +13.3% | -1.3% |
| 3M | -3.0% | -27.3% | +24.3% | -1.0% |
| 6M | -6.6% | -12.1% | +5.5% | -6.5% |
| YTD | +4.6% | +37.1% | -32.6% | +0.5% |
| 1Y | +1.2% | -0.5% | +1.7% | -0.3% |
| 3Y | +45.7% | +61.5% | -15.9% | +34.4% |
| 5Y | +40.3% | -58.6% | +98.9% | +47.5% |
| All | +126.0% | +448.8% | -322.8% | +61.4% |
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