+435.3%
GNRC vs DD
+66.6%
+368.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | -0.2% | -3.5% | +3.3% | +1.8% |
| 30D | -15.7% | -11.7% | -4.1% | -9.6% |
| 3M | -27.3% | -9.2% | -18.1% | -23.3% |
| 6M | -12.1% | -7.2% | -4.9% | -8.3% |
| YTD | +37.1% | +6.6% | +30.5% | +32.7% |
| 1Y | -0.5% | +32.0% | -32.5% | -14.8% |
| 3Y | +61.5% | +42.1% | +19.4% | +29.1% |
| 5Y | -58.6% | +58.1% | -116.6% | -68.7% |
| All | +435.3% | +66.6% | +368.7% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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