-12.1%
GNRC vs DGX
+18.5%
-30.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +3.6% |
| 7D | -0.2% | -0.9% | +0.7% | -0.6% |
| 30D | -15.7% | -1.2% | -14.6% | -16.1% |
| 3M | -27.3% | +15.8% | -43.1% | -20.8% |
| 6M | -12.1% | +18.2% | -30.2% | -2.1% |
| All | -12.1% | +18.5% | -30.6% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling