+1,269.3%
GLW vs GNRC
+2,120.5%
-851.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.5% | +6.0% | +7.1% |
| 7D | +14.0% | +4.8% | +9.2% | +12.5% |
| 30D | +0.4% | -10.4% | +10.7% | +3.8% |
| 3M | -11.3% | -28.5% | +17.1% | -1.3% |
| 6M | +35.1% | -6.8% | +41.8% | +40.4% |
| YTD | +90.5% | +39.5% | +51.1% | +78.0% |
| 1Y | +132.0% | +3.4% | +128.6% | +132.4% |
| 3Y | +463.3% | +65.1% | +398.2% | +383.2% |
| 5Y | +382.5% | -57.1% | +439.6% | +448.1% |
| 10Y | +837.6% | +432.5% | +405.1% | +405.8% |
| All | +1,269.3% | +2,120.5% | -851.3% | +356.4% |
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