+851.8%
GLW vs GNRC
+448.8%
+403.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.0% |
| 7D | +7.8% | -0.2% | +8.0% | +7.9% |
| 30D | -0.4% | -15.7% | +15.3% | +5.5% |
| 3M | -5.6% | -27.3% | +21.8% | +6.1% |
| 6M | +26.7% | -12.1% | +38.8% | +34.9% |
| YTD | +91.0% | +37.1% | +53.9% | +79.1% |
| 1Y | +122.4% | -0.5% | +122.9% | +126.0% |
| 3Y | +471.0% | +61.5% | +409.5% | +386.5% |
| 5Y | +385.6% | -58.6% | +444.2% | +497.3% |
| All | +851.8% | +448.8% | +403.0% | +272.0% |
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