+810.5%
ET vs GNRC
+2,077.0%
-1,266.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | +0.6% | +3.2% | -2.5% | +0.1% |
| 30D | +5.3% | -9.5% | +14.8% | +7.1% |
| 3M | +15.6% | -28.5% | +44.2% | +21.8% |
| 6M | +20.6% | -10.0% | +30.6% | +20.6% |
| YTD | +38.5% | +36.7% | +1.8% | +26.7% |
| 1Y | +35.7% | +2.6% | +33.1% | +30.4% |
| 3Y | +98.4% | +61.9% | +36.5% | +68.7% |
| 5Y | +245.3% | -59.0% | +304.3% | +269.1% |
| 10Y | +173.7% | +444.8% | -271.0% | +52.2% |
| All | +810.5% | +2,077.0% | -1,266.5% | +300.7% |
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