+435.3%
GNRC vs DAR
+366.1%
+69.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.7% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -15.7% | +2.6% | -18.4% | -17.0% |
| 3M | -27.3% | +14.2% | -41.6% | -32.1% |
| 6M | -12.1% | +17.2% | -29.2% | -19.0% |
| YTD | +37.1% | +80.9% | -43.7% | +5.4% |
| 1Y | -0.5% | +104.0% | -104.4% | -27.7% |
| 3Y | +61.5% | +3.6% | +57.9% | +49.0% |
| 5Y | -58.6% | -7.8% | -50.8% | -60.9% |
| All | +435.3% | +366.1% | +69.3% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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