-59.7%
GNRC vs GPC
+29.3%
-89.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -0.7% | -1.8% | +1.0% | +0.1% |
| 30D | -15.8% | +0.1% | -15.9% | -16.0% |
| 3M | -24.0% | +37.4% | -61.4% | -37.3% |
| 6M | -13.8% | +25.4% | -39.2% | -25.4% |
| YTD | +33.2% | +12.2% | +21.0% | +20.3% |
| 1Y | -1.8% | -0.3% | -1.5% | -4.5% |
| 3Y | +57.7% | -1.6% | +59.3% | +45.2% |
| 5Y | -59.7% | +31.0% | -90.7% | -71.5% |
| All | -59.7% | +29.3% | -89.1% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling