+366.8%
GNRC vs ES
+98.2%
+268.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +7.9% | +2.7% | +5.2% | +6.8% |
| 30D | -3.7% | +7.6% | -11.3% | -6.8% |
| 3M | -11.9% | +0.5% | -12.4% | -12.4% |
| 6M | -28.6% | +7.6% | -36.2% | -31.4% |
| YTD | +39.9% | +10.2% | +29.7% | +32.8% |
| 1Y | +23.4% | +1.8% | +21.5% | +20.0% |
| 3Y | +84.2% | +55.4% | +28.9% | +43.6% |
| 5Y | -57.3% | +7.3% | -64.6% | -60.0% |
| All | +366.8% | +98.2% | +268.5% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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