+435.3%
GNRC vs DTE
+137.8%
+297.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.5% |
| 7D | -0.2% | -2.6% | +2.4% | +1.0% |
| 30D | -15.7% | -4.4% | -11.3% | -14.0% |
| 3M | -27.3% | -8.3% | -19.0% | -24.7% |
| 6M | -12.1% | -8.1% | -4.0% | -9.3% |
| YTD | +37.1% | +4.4% | +32.7% | +33.1% |
| 1Y | -0.5% | +0.2% | -0.6% | -1.6% |
| 3Y | +61.5% | +42.6% | +18.9% | +33.1% |
| 5Y | -58.6% | +31.5% | -90.0% | -64.5% |
| All | +435.3% | +137.8% | +297.5% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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