+231.1%
GM vs GNRC
+448.8%
-217.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -1.1% | -15.7% | +14.6% | +4.0% |
| 3M | +6.1% | -27.3% | +33.5% | +15.8% |
| 6M | +15.0% | -12.1% | +27.0% | +16.7% |
| YTD | +6.0% | +37.1% | -31.1% | -8.0% |
| 1Y | +47.1% | -0.5% | +47.6% | +40.2% |
| 3Y | +170.5% | +61.5% | +109.0% | +111.3% |
| 5Y | +80.5% | -58.6% | +139.1% | +108.3% |
| All | +231.1% | +448.8% | -217.8% | +33.1% |
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