+435.3%
GNRC vs FIVE
+491.7%
-56.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.6% | +2.5% |
| 7D | -0.2% | -3.0% | +2.8% | +0.9% |
| 30D | -15.7% | +2.7% | -18.4% | -16.6% |
| 3M | -27.3% | +21.1% | -48.4% | -32.3% |
| 6M | -12.1% | +11.9% | -24.0% | -16.9% |
| YTD | +37.1% | +29.9% | +7.3% | +23.0% |
| 1Y | -0.5% | +67.8% | -68.3% | -18.7% |
| 3Y | +61.5% | +52.8% | +8.7% | +24.9% |
| 5Y | -58.6% | +31.3% | -89.9% | -66.7% |
| All | +435.3% | +491.7% | -56.4% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling