+165.2%
GD vs GNRC
+372.1%
-206.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +2.7% | +7.9% | -5.3% | +1.5% |
| 30D | +8.6% | -3.7% | +12.3% | +8.9% |
| 3M | -7.1% | -11.9% | +4.9% | -6.1% |
| 6M | +7.5% | -28.6% | +36.1% | +11.1% |
| YTD | +9.9% | +39.9% | -30.0% | +1.0% |
| 1Y | +7.6% | +23.4% | -15.8% | +0.7% |
| 3Y | +56.2% | +84.2% | -28.0% | +32.9% |
| 5Y | +100.6% | -57.3% | +157.9% | +118.8% |
| All | +165.2% | +372.1% | -206.9% | +25.1% |
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