+459.7%
GLW vs GNRC
+57.0%
+402.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.1% |
| 7D | +11.7% | -0.7% | +12.5% | +12.2% |
| 30D | +2.7% | -15.8% | +18.5% | +10.5% |
| 3M | -2.8% | -24.0% | +21.2% | +11.2% |
| 6M | +20.2% | -13.8% | +33.9% | +33.3% |
| YTD | +87.3% | +33.2% | +54.1% | +87.2% |
| 1Y | +119.6% | -1.8% | +121.4% | +133.8% |
| All | +459.7% | +57.0% | +402.7% | +426.8% |
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 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