+97.2%
GD vs GNRC
-58.7%
+155.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -2.0% |
| 7D | -5.3% | +1.9% | -7.2% | -5.4% |
| 30D | -6.4% | -13.8% | +7.4% | -5.2% |
| 3M | +5.7% | -32.6% | +38.3% | +9.0% |
| 6M | -0.9% | -15.2% | +14.2% | -0.4% |
| YTD | +8.2% | +37.4% | -29.2% | +3.3% |
| 1Y | +13.4% | +5.1% | +8.3% | +10.9% |
| 3Y | +68.5% | +57.5% | +11.0% | +56.4% |
| All | +97.2% | -58.7% | +155.9% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling