-10.3%
GFS vs GNRC
-61.0%
+50.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | +7.4% | +7.9% | -0.5% | +3.8% |
| 30D | -15.3% | -3.7% | -11.6% | -13.6% |
| 3M | -21.1% | -11.9% | -9.1% | -17.2% |
| 6M | -44.5% | -28.6% | -15.9% | -36.0% |
| YTD | +19.2% | +39.9% | -20.7% | +5.7% |
| 1Y | +27.2% | +23.4% | +3.9% | +17.8% |
| 3Y | -20.1% | +84.2% | -104.4% | -38.1% |
| 5Y | -25.6% | -57.3% | +31.7% | -24.5% |
| All | -10.3% | -61.0% | +50.7% | -13.8% |
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 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