-0.5%
GNRC vs DD
+34.9%
-35.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | -0.2% | -3.5% | +3.3% | +2.3% |
| 30D | -15.7% | -11.7% | -4.1% | -8.2% |
| 3M | -27.3% | -9.2% | -18.1% | -22.3% |
| 6M | -12.1% | -7.2% | -4.9% | -7.3% |
| YTD | +37.1% | +6.6% | +30.5% | +36.3% |
| 1Y | -0.5% | +32.0% | -32.5% | -9.3% |
| All | -0.5% | +34.9% | -35.4% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling