+435.3%
GNRC vs EL
+26.1%
+409.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.7% |
| 7D | -0.2% | -6.5% | +6.3% | +2.5% |
| 30D | -15.7% | +11.1% | -26.9% | -19.8% |
| 3M | -27.3% | +10.7% | -38.0% | -31.1% |
| 6M | -12.1% | +6.9% | -18.9% | -16.3% |
| YTD | +37.1% | -6.3% | +43.4% | +36.4% |
| 1Y | -0.5% | +13.5% | -13.9% | -9.1% |
| 3Y | +61.5% | -33.1% | +94.6% | +70.8% |
| 5Y | -58.6% | -68.8% | +10.2% | -36.6% |
| All | +435.3% | +26.1% | +409.2% | +406.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling