+126.1%
GLD vs GNRC
+61.2%
+64.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.0% |
| 7D | +0.1% | +3.2% | -3.0% | -0.1% |
| 30D | +0.2% | -9.5% | +9.7% | +0.8% |
| 3M | +3.2% | -28.5% | +31.8% | +5.1% |
| 6M | -14.6% | -10.0% | -4.7% | -14.2% |
| YTD | +1.8% | +36.7% | -35.0% | +0.4% |
| 1Y | +20.7% | +2.6% | +18.2% | +19.9% |
| All | +126.1% | +61.2% | +64.9% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling