+56.9%
GNRC vs EL
-34.4%
+91.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.0% |
| 7D | -0.7% | -4.4% | +3.6% | +0.4% |
| 30D | -15.8% | +10.3% | -26.1% | -18.3% |
| 3M | -24.0% | +13.4% | -37.4% | -26.9% |
| 6M | -13.8% | +3.1% | -16.9% | -15.6% |
| YTD | +33.2% | -6.9% | +40.1% | +33.4% |
| 1Y | -1.8% | +11.9% | -13.7% | -6.4% |
| All | +56.9% | -34.4% | +91.3% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling