+231.8%
GLD vs GNRC
+2,127.0%
-1,895.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -4.6% | +7.9% | -12.5% | -4.7% |
| 30D | -5.5% | -3.7% | -1.8% | -5.4% |
| 3M | -10.9% | -11.9% | +1.0% | -10.8% |
| 6M | -17.4% | -28.6% | +11.2% | -17.1% |
| YTD | -10.3% | +39.9% | -50.2% | -10.8% |
| 1Y | -7.2% | +23.4% | -30.5% | -7.6% |
| 3Y | +96.9% | +84.2% | +12.7% | +95.0% |
| 5Y | +103.8% | -57.3% | +161.1% | +102.2% |
| 10Y | +203.5% | +376.8% | -173.3% | +204.9% |
| All | +231.8% | +2,127.0% | -1,895.3% | +240.3% |
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 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