-1.8%
GNRC vs ES
+12.7%
-14.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.6% |
| 7D | -0.7% | -3.5% | +2.7% | -0.8% |
| 30D | -15.8% | -3.0% | -12.8% | -15.9% |
| 3M | -24.0% | -0.3% | -23.7% | -24.4% |
| 6M | -13.8% | -5.2% | -8.6% | -14.3% |
| YTD | +33.2% | +4.8% | +28.4% | +31.9% |
| 1Y | -1.8% | +12.7% | -14.5% | -1.0% |
| All | -1.8% | +12.7% | -14.5% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling