+2,104.1%
GNRC vs DAR
+808.6%
+1,295.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +3.2% | -0.2% | +3.3% | +3.2% |
| 30D | -9.5% | +7.4% | -17.0% | -12.5% |
| 3M | -28.5% | +15.7% | -44.2% | -33.5% |
| 6M | -10.0% | +30.0% | -40.0% | -20.3% |
| YTD | +36.7% | +87.5% | -50.8% | +4.6% |
| 1Y | +2.6% | +113.4% | -110.8% | -26.1% |
| 3Y | +61.9% | +15.3% | +46.6% | +42.3% |
| 5Y | -59.0% | -4.3% | -54.7% | -62.0% |
| 10Y | +444.8% | +380.2% | +64.6% | +144.1% |
| All | +2,104.1% | +808.6% | +1,295.5% | +627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling