+372.1%
GNRC vs DOC
+21.1%
+351.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +6.0% |
| 7D | -6.6% | +5.9% | -12.4% | -9.0% |
| 30D | -16.1% | +10.3% | -26.4% | -20.0% |
| 3M | -11.1% | -2.2% | -8.9% | -10.6% |
| 6M | -29.9% | +8.2% | -38.1% | -33.2% |
| YTD | +38.4% | +35.4% | +3.1% | +17.3% |
| 1Y | +21.5% | +23.6% | -2.1% | +7.5% |
| 3Y | +83.5% | +57.3% | +26.3% | +42.8% |
| 5Y | -57.1% | -19.6% | -37.5% | -54.9% |
| 10Y | +372.1% | +20.8% | +351.3% | +321.1% |
| All | +372.1% | +21.1% | +351.0% | +321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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