+5.1%
GNRC vs ESI
+44.5%
-39.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +0.3% |
| 7D | +1.9% | +3.3% | -1.4% | -0.4% |
| 30D | -13.8% | -5.9% | -8.0% | -10.1% |
| 3M | -32.6% | -14.1% | -18.6% | -24.4% |
| 6M | -15.2% | +6.6% | -21.8% | -16.2% |
| YTD | +37.4% | +45.0% | -7.6% | +10.1% |
| 1Y | +5.1% | +41.5% | -36.3% | -15.5% |
| All | +5.1% | +44.5% | -39.4% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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