+706.7%
ETN vs GNRC
+448.8%
+257.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.0% | +3.0% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -7.5% | -15.7% | +8.2% | -2.4% |
| 3M | +8.3% | -27.3% | +35.7% | +19.6% |
| 6M | +20.2% | -12.1% | +32.2% | +24.6% |
| YTD | +34.7% | +37.1% | -2.5% | +21.4% |
| 1Y | +19.4% | -0.5% | +19.9% | +17.8% |
| 3Y | +85.5% | +61.5% | +24.0% | +53.4% |
| 5Y | +186.6% | -58.6% | +245.2% | +239.7% |
| All | +706.7% | +448.8% | +257.8% | +189.3% |
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 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