+2,110.1%
GNRC vs BG
+218.3%
+1,891.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +3.6% |
| 7D | -0.2% | +3.1% | -3.3% | -1.4% |
| 30D | -15.7% | +10.2% | -26.0% | -18.9% |
| 3M | -27.3% | -1.7% | -25.7% | -27.6% |
| 6M | -12.1% | +1.0% | -13.0% | -13.7% |
| YTD | +37.1% | +39.9% | -2.8% | +19.1% |
| 1Y | -0.5% | +53.2% | -53.7% | -16.8% |
| 3Y | +61.5% | +16.3% | +45.2% | +47.1% |
| 5Y | -58.6% | +83.9% | -142.4% | -69.5% |
| 10Y | +446.3% | +165.1% | +281.2% | +218.8% |
| All | +2,110.1% | +218.3% | +1,891.8% | +1,008.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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