+238.9%
GNRC vs ESTC
+26.3%
+212.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.6% |
| 7D | +4.8% | -4.3% | +9.1% | +6.0% |
| 30D | -10.4% | +17.7% | -28.1% | -16.4% |
| 3M | -28.5% | +42.3% | -70.8% | -37.6% |
| 6M | -6.8% | +64.6% | -71.3% | -23.8% |
| YTD | +39.5% | +17.2% | +22.3% | +25.6% |
| 1Y | +3.4% | -4.2% | +7.6% | -1.4% |
| 3Y | +65.1% | +13.5% | +51.6% | +30.8% |
| 5Y | -57.1% | -45.5% | -11.5% | -60.3% |
| All | +238.9% | +26.3% | +212.6% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling