+213.1%
GLD vs GNRC
+433.2%
-220.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.8% | -1.7% |
| 7D | -3.4% | -0.7% | -2.6% | -3.4% |
| 30D | -1.1% | -15.8% | +14.7% | -0.6% |
| 3M | +5.8% | -24.0% | +29.8% | +6.6% |
| 6M | -17.1% | -13.8% | -3.3% | -16.8% |
| YTD | 0.0% | +33.2% | -33.2% | -0.7% |
| 1Y | +18.2% | -1.8% | +20.0% | +18.0% |
| 3Y | +122.6% | +57.7% | +64.8% | +119.6% |
| 5Y | +137.1% | -59.7% | +196.8% | +135.6% |
| All | +213.1% | +433.2% | -220.1% | +237.4% |
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