+357.8%
GNRC vs ESI
+226.4%
+131.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.3% |
| 7D | +4.8% | +5.4% | -0.5% | +2.6% |
| 30D | -10.4% | -4.2% | -6.2% | -8.7% |
| 3M | -28.5% | -9.6% | -18.9% | -25.1% |
| 6M | -6.8% | +18.3% | -25.1% | -12.0% |
| YTD | +39.5% | +45.8% | -6.4% | +21.1% |
| 1Y | +3.4% | +39.2% | -35.8% | -8.6% |
| 3Y | +65.1% | +86.3% | -21.1% | +30.3% |
| 5Y | -57.1% | +76.2% | -133.3% | -65.2% |
| 10Y | +432.5% | +306.8% | +125.7% | +234.8% |
| All | +357.8% | +226.4% | +131.4% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling