+2,110.1%
GNRC vs DTE
+574.1%
+1,536.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.9% |
| 3M | -27.3% | -8.3% | -19.0% | -24.5% |
| 6M | -12.1% | -8.1% | -4.0% | -9.1% |
| YTD | +37.1% | +4.4% | +32.7% | +32.9% |
| 1Y | -0.5% | +0.2% | -0.6% | -1.7% |
| 3Y | +61.5% | +42.6% | +18.9% | +31.7% |
| 5Y | -58.6% | +31.5% | -90.0% | -64.8% |
| 10Y | +446.3% | +138.2% | +308.0% | +220.2% |
| All | +2,110.1% | +574.1% | +1,536.0% | +446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling