+2,110.1%
GNRC vs BR
+1,026.4%
+1,083.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | -0.2% | -3.0% | +2.8% | +1.6% |
| 30D | -15.7% | -0.3% | -15.4% | -16.0% |
| 3M | -27.3% | +17.3% | -44.6% | -35.8% |
| 6M | -12.1% | -6.7% | -5.4% | -10.9% |
| YTD | +37.1% | -23.4% | +60.6% | +56.5% |
| 1Y | -0.5% | -32.7% | +32.2% | +24.4% |
| 3Y | +61.5% | -5.9% | +67.4% | +57.4% |
| 5Y | -58.6% | +8.4% | -67.0% | -63.2% |
| 10Y | +446.3% | +189.2% | +257.1% | +149.4% |
| All | +2,110.1% | +1,026.4% | +1,083.7% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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