+435.3%
GNRC vs DGX
+255.3%
+180.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.2% |
| 7D | -0.2% | -0.9% | +0.7% | +0.2% |
| 30D | -15.7% | -1.2% | -14.6% | -15.3% |
| 3M | -27.3% | +15.8% | -43.1% | -32.7% |
| 6M | -12.1% | +18.2% | -30.2% | -19.9% |
| YTD | +37.1% | +37.2% | -0.1% | +15.2% |
| 1Y | -0.5% | +30.4% | -30.8% | -14.3% |
| 3Y | +61.5% | +96.7% | -35.2% | +8.5% |
| 5Y | -58.6% | +67.2% | -125.7% | -69.8% |
| All | +435.3% | +255.3% | +180.0% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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