+2,148.2%
GNRC vs EL
+345.1%
+1,803.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.4% |
| 7D | +4.8% | +1.7% | +3.2% | +4.1% |
| 30D | -10.4% | +15.5% | -25.9% | -16.2% |
| 3M | -28.5% | +20.6% | -49.0% | -34.6% |
| 6M | -6.8% | +10.5% | -17.2% | -12.7% |
| YTD | +39.5% | -1.9% | +41.4% | +36.0% |
| 1Y | +3.4% | +16.1% | -12.7% | -6.8% |
| 3Y | +65.1% | -30.2% | +95.4% | +70.5% |
| 5Y | -57.1% | -67.4% | +10.3% | -36.8% |
| 10Y | +432.5% | +31.2% | +401.3% | +307.0% |
| All | +2,148.2% | +345.1% | +1,803.1% | +925.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling