+5.1%
GNRC vs EL
+14.8%
-9.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.5% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | -13.8% | +19.8% | -33.7% | -18.5% |
| 3M | -32.6% | +25.7% | -58.4% | -37.4% |
| 6M | -15.2% | +5.4% | -20.6% | -16.5% |
| YTD | +37.4% | +0.2% | +37.2% | +34.2% |
| 1Y | +5.1% | +20.4% | -15.3% | -4.0% |
| All | +5.1% | +14.8% | -9.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling