+1.3%
GFS vs GNRC
-61.8%
+63.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.8% | +0.9% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | -11.7% | -15.7% | +4.0% | -5.1% |
| 3M | -41.8% | -27.3% | -14.4% | -33.0% |
| 6M | +6.6% | -12.1% | +18.7% | +13.6% |
| YTD | +34.6% | +37.1% | -2.5% | +21.0% |
| 1Y | +46.2% | -0.5% | +46.6% | +46.5% |
| 3Y | -20.3% | +61.5% | -81.8% | -35.3% |
| All | +1.3% | -61.8% | +63.1% | -1.3% |
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