+147.5%
GE vs GNRC
+448.8%
-301.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.9% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -11.4% | -15.7% | +4.3% | -7.7% |
| 3M | -2.6% | -27.3% | +24.7% | +4.4% |
| 6M | -0.3% | -12.1% | +11.7% | +1.0% |
| YTD | +5.4% | +37.1% | -31.8% | -5.3% |
| 1Y | +15.5% | -0.5% | +16.0% | +11.6% |
| 3Y | +260.8% | +61.5% | +199.2% | +196.4% |
| 5Y | +421.6% | -58.6% | +480.2% | +493.3% |
| All | +147.5% | +448.8% | -301.4% | +2.5% |
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