+72.5%
GNRC vs DOC
+44.2%
+28.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -10.7% | +6.5% | -17.1% | -12.5% |
| 30D | -20.1% | +9.2% | -29.3% | -22.6% |
| 3M | -16.3% | -2.5% | -13.8% | -15.7% |
| 6M | -33.9% | +7.1% | -41.0% | -36.1% |
| YTD | +29.6% | +33.0% | -3.4% | +13.1% |
| 1Y | +14.9% | +23.3% | -8.3% | +4.0% |
| 3Y | +72.5% | +44.9% | +27.6% | +44.1% |
| All | +72.5% | +44.2% | +28.4% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling