+496.4%
GE vs GNRC
+2,077.0%
-1,580.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.4% |
| 7D | -1.2% | +3.2% | -4.4% | -1.9% |
| 30D | -11.3% | -9.5% | -1.7% | -9.4% |
| 3M | -1.4% | -28.5% | +27.2% | +5.6% |
| 6M | +1.2% | -10.0% | +11.2% | +2.1% |
| YTD | +5.9% | +36.7% | -30.8% | -3.6% |
| 1Y | +18.4% | +2.6% | +15.8% | +14.1% |
| 3Y | +271.0% | +61.9% | +209.1% | +212.1% |
| 5Y | +417.9% | -59.0% | +477.0% | +462.4% |
| 10Y | +152.0% | +444.8% | -292.8% | +41.0% |
| All | +496.4% | +2,077.0% | -1,580.6% | +123.7% |
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