+376.2%
ED vs GNRC
+2,077.0%
-1,700.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.6% |
| 7D | -0.2% | +3.2% | -3.3% | -0.3% |
| 30D | +1.9% | -9.5% | +11.5% | +2.4% |
| 3M | +1.9% | -28.5% | +30.4% | +3.3% |
| 6M | -2.3% | -10.0% | +7.7% | -2.3% |
| YTD | +10.9% | +36.7% | -25.9% | +8.0% |
| 1Y | +14.5% | +2.6% | +11.9% | +13.2% |
| 3Y | +33.4% | +61.9% | -28.5% | +26.5% |
| 5Y | +67.3% | -59.0% | +126.3% | +70.4% |
| 10Y | +110.7% | +444.8% | -334.1% | +71.6% |
| All | +376.2% | +2,077.0% | -1,700.8% | +217.1% |
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