+435.3%
GNRC vs GPC
+86.4%
+349.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | -0.2% | -3.2% | +3.0% | +1.4% |
| 30D | -15.7% | +0.5% | -16.3% | -16.1% |
| 3M | -27.3% | +31.7% | -59.1% | -38.4% |
| 6M | -12.1% | +24.7% | -36.8% | -23.5% |
| YTD | +37.1% | +11.8% | +25.3% | +24.6% |
| 1Y | -0.5% | -3.0% | +2.5% | -2.0% |
| 3Y | +61.5% | -1.1% | +62.6% | +50.3% |
| 5Y | -58.6% | +30.5% | -89.1% | -66.2% |
| All | +435.3% | +86.4% | +349.0% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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