+376.1%
GLW vs GNRC
-60.2%
+436.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.4% |
| 7D | +11.7% | -0.7% | +12.5% | +12.0% |
| 30D | +2.7% | -15.8% | +18.5% | +7.9% |
| 3M | -2.8% | -24.0% | +21.2% | +6.3% |
| 6M | +20.2% | -13.8% | +33.9% | +28.3% |
| YTD | +87.3% | +33.2% | +54.1% | +83.8% |
| 1Y | +119.6% | -1.8% | +121.4% | +127.0% |
| 3Y | +453.7% | +57.7% | +396.0% | +413.1% |
| 5Y | +376.1% | -59.7% | +435.8% | +396.3% |
| All | +376.1% | -60.2% | +436.2% | +396.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling