+85.2%
F vs GNRC
+433.2%
-348.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +4.0% |
| 7D | -3.7% | -0.7% | -2.9% | -3.5% |
| 30D | -0.7% | -15.8% | +15.1% | +4.3% |
| 3M | -1.9% | -24.0% | +22.1% | +5.2% |
| 6M | +16.1% | -13.8% | +29.9% | +19.1% |
| YTD | +9.5% | +33.2% | -23.8% | -2.5% |
| 1Y | +27.2% | -1.8% | +29.0% | +23.1% |
| 3Y | +36.3% | +57.7% | -21.4% | +9.7% |
| 5Y | +49.3% | -59.7% | +109.0% | +70.2% |
| All | +85.2% | +433.2% | -348.0% | -21.9% |
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