+192.2%
GD vs GNRC
+425.3%
-233.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | -3.1% | +3.2% | -6.3% | -3.6% |
| 30D | -10.9% | -9.5% | -1.4% | -9.7% |
| 3M | +2.5% | -28.5% | +31.0% | +7.0% |
| 6M | -1.7% | -10.0% | +8.3% | -1.6% |
| YTD | +6.1% | +36.7% | -30.6% | -1.4% |
| 1Y | +11.7% | +2.6% | +9.1% | +8.1% |
| 3Y | +71.8% | +61.9% | +9.9% | +50.0% |
| 5Y | +92.2% | -59.0% | +151.2% | +111.8% |
| 10Y | +192.2% | +444.8% | -252.6% | +36.4% |
| All | +192.2% | +425.3% | -233.1% | +36.4% |
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