+435.3%
GNRC vs BTG
+159.3%
+276.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.6% | +2.9% |
| 7D | -0.2% | -3.8% | +3.6% | +0.3% |
| 30D | -15.7% | +3.6% | -19.4% | -16.2% |
| 3M | -27.3% | +32.0% | -59.4% | -30.3% |
| 6M | -12.1% | +3.4% | -15.4% | -13.2% |
| YTD | +37.1% | +20.8% | +16.3% | +32.3% |
| 1Y | -0.5% | +22.4% | -22.9% | -4.5% |
| 3Y | +61.5% | +91.7% | -30.2% | +44.2% |
| 5Y | -58.6% | +79.0% | -137.6% | -62.9% |
| All | +435.3% | +159.3% | +276.0% | +387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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