+420.1%
GNRC vs ES
+83.3%
+336.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.8% |
| 7D | -0.7% | -3.5% | +2.7% | +0.6% |
| 30D | -15.8% | -3.0% | -12.8% | -14.9% |
| 3M | -24.0% | -0.3% | -23.7% | -24.4% |
| 6M | -13.8% | -5.2% | -8.6% | -12.6% |
| YTD | +33.2% | +4.8% | +28.4% | +29.5% |
| 1Y | -1.8% | +12.7% | -14.5% | -8.6% |
| 3Y | +57.7% | +27.5% | +30.2% | +35.2% |
| 5Y | -59.7% | -4.7% | -55.1% | -60.4% |
| All | +420.1% | +83.3% | +336.8% | +384.7% |
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