+2,154.8%
GNRC vs GPC
+444.2%
+1,710.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | +7.9% | +0.4% | +7.5% | +7.7% |
| 30D | -3.7% | -6.3% | +2.6% | -0.4% |
| 3M | -11.9% | -8.2% | -3.8% | -8.1% |
| 6M | -28.6% | +27.1% | -55.7% | -40.1% |
| YTD | +39.9% | +3.1% | +36.8% | +30.5% |
| 1Y | +23.4% | +0.1% | +23.3% | +17.5% |
| 3Y | +84.2% | +0.2% | +84.0% | +66.6% |
| 5Y | -57.3% | +4.9% | -62.2% | -62.0% |
| 10Y | +376.8% | +75.2% | +301.6% | +176.4% |
| All | +2,154.8% | +444.2% | +1,710.6% | +480.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling