-58.0%
GNRC vs DOC
-24.5%
-33.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.3% |
| 7D | +1.9% | -1.5% | +3.4% | +2.7% |
| 30D | -13.8% | -4.8% | -9.1% | -11.6% |
| 3M | -32.6% | +6.9% | -39.5% | -35.7% |
| 6M | -15.2% | +20.7% | -35.9% | -25.5% |
| YTD | +37.4% | +34.1% | +3.2% | +12.2% |
| 1Y | +5.1% | +22.6% | -17.5% | -9.5% |
| 3Y | +57.5% | +20.8% | +36.7% | +34.5% |
| All | -58.0% | -24.5% | -33.4% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling