-57.4%
GNRC vs DTE
+30.3%
-87.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.6% |
| 7D | -0.2% | -2.6% | +2.4% | +1.1% |
| 30D | -15.7% | -4.4% | -11.3% | -13.8% |
| 3M | -27.3% | -8.3% | -19.0% | -24.6% |
| 6M | -12.1% | -8.1% | -4.0% | -9.2% |
| YTD | +37.1% | +4.4% | +32.7% | +31.9% |
| 1Y | -0.5% | +0.2% | -0.6% | -2.3% |
| 3Y | +61.5% | +42.6% | +18.9% | +24.7% |
| All | -57.4% | +30.3% | -87.7% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling