-57.4%
GNRC vs ESI
+67.8%
-125.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.6% |
| 7D | -0.2% | -4.6% | +4.4% | +3.3% |
| 30D | -15.7% | -10.5% | -5.2% | -8.7% |
| 3M | -27.3% | -19.8% | -7.5% | -14.6% |
| 6M | -12.1% | +5.8% | -17.9% | -15.5% |
| YTD | +37.1% | +38.3% | -1.2% | +7.0% |
| 1Y | -0.5% | +31.5% | -32.0% | -19.7% |
| 3Y | +61.5% | +80.7% | -19.2% | -4.3% |
| All | -57.4% | +67.8% | -125.2% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling