+64.3%
GNRC vs ES
+32.2%
+32.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +4.8% | +1.4% | +3.4% | +4.6% |
| 30D | -10.4% | -1.2% | -9.2% | -10.2% |
| 3M | -28.5% | +5.0% | -33.5% | -29.4% |
| 6M | -6.8% | -2.8% | -3.9% | -6.6% |
| YTD | +39.5% | +8.6% | +30.9% | +36.2% |
| 1Y | +3.4% | +18.9% | -15.5% | -2.4% |
| All | +64.3% | +32.2% | +32.1% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling