+435.3%
GNRC vs EAT
+374.9%
+60.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +4.0% | +3.2% |
| 7D | -0.2% | -7.7% | +7.5% | +1.8% |
| 30D | -15.7% | -13.6% | -2.1% | -12.7% |
| 3M | -27.3% | +33.9% | -61.2% | -33.2% |
| 6M | -12.1% | +47.2% | -59.3% | -21.3% |
| YTD | +37.1% | +48.1% | -10.9% | +22.4% |
| 1Y | -0.5% | +33.7% | -34.1% | -9.5% |
| 3Y | +61.5% | +595.8% | -534.3% | -6.4% |
| 5Y | -58.6% | +314.4% | -372.9% | -74.0% |
| All | +435.3% | +374.9% | +60.4% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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