+2,104.1%
GNRC vs DD
+299.1%
+1,805.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.6% |
| 7D | +3.2% | -3.8% | +6.9% | +5.3% |
| 30D | -9.5% | -9.2% | -0.3% | -4.7% |
| 3M | -28.5% | -9.0% | -19.6% | -24.8% |
| 6M | -10.0% | -5.0% | -5.0% | -7.5% |
| YTD | +36.7% | +7.4% | +29.4% | +32.1% |
| 1Y | +2.6% | +35.1% | -32.5% | -12.6% |
| 3Y | +61.9% | +43.2% | +18.7% | +30.6% |
| 5Y | -59.0% | +59.6% | -118.7% | -68.6% |
| 10Y | +444.8% | +66.5% | +378.3% | +269.8% |
| All | +2,104.1% | +299.1% | +1,805.0% | +854.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling