+667.2%
GD vs GNRC
+1,963.7%
-1,296.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | -5.0% | -10.7% | +5.7% | -3.4% |
| 30D | +8.9% | -20.1% | +29.1% | +12.5% |
| 3M | -8.0% | -16.3% | +8.2% | -6.2% |
| 6M | +2.9% | -33.9% | +36.8% | +8.0% |
| YTD | +7.1% | +29.6% | -22.6% | -0.8% |
| 1Y | +5.9% | +14.9% | -9.0% | 0.0% |
| 3Y | +53.9% | +72.5% | -18.7% | +31.6% |
| 5Y | +95.4% | -60.1% | +155.5% | +107.5% |
| 10Y | +193.5% | +375.3% | -181.9% | +71.3% |
| All | +667.2% | +1,963.7% | -1,296.6% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling