+351.2%
GNRC vs DOC
+20.3%
+330.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.2% |
| 7D | -13.1% | +4.3% | -17.5% | -14.8% |
| 30D | -19.2% | +9.2% | -28.3% | -22.6% |
| 3M | -11.8% | -0.8% | -11.0% | -11.9% |
| 6M | -32.5% | +7.1% | -39.6% | -35.3% |
| YTD | +33.3% | +34.0% | -0.7% | +13.5% |
| 1Y | +16.0% | +23.2% | -7.1% | +2.7% |
| 3Y | +75.5% | +53.6% | +21.9% | +38.0% |
| 5Y | -58.7% | -20.4% | -38.3% | -56.4% |
| 10Y | +351.2% | +23.4% | +327.8% | +298.9% |
| All | +351.2% | +20.3% | +330.9% | +298.9% |
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