+155.8%
EXC vs GNRC
+448.8%
-293.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -0.9% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -3.6% | -15.7% | +12.1% | -1.7% |
| 3M | -4.3% | -27.3% | +23.1% | -1.0% |
| 6M | -9.9% | -12.1% | +2.1% | -9.8% |
| YTD | +1.8% | +37.1% | -35.4% | -4.7% |
| 1Y | +2.9% | -0.5% | +3.3% | +0.3% |
| 3Y | +19.1% | +61.5% | -42.4% | +4.5% |
| 5Y | +44.8% | -58.6% | +103.4% | +57.3% |
| All | +155.8% | +448.8% | -293.0% | +64.3% |
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