+2,114.4%
GNRC vs ES
+404.0%
+1,710.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -13.8% | -2.0% | -11.9% | -13.1% |
| 3M | -32.6% | +1.7% | -34.3% | -33.6% |
| 6M | -15.2% | -3.5% | -11.6% | -14.6% |
| YTD | +37.4% | +7.9% | +29.5% | +31.4% |
| 1Y | +5.1% | +17.2% | -12.0% | -4.4% |
| 3Y | +57.5% | +29.3% | +28.2% | +32.5% |
| 5Y | -58.7% | -5.7% | -53.0% | -59.3% |
| 10Y | +395.5% | +85.2% | +310.3% | +237.1% |
| All | +2,114.4% | +404.0% | +1,710.3% | +510.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling