+2,110.1%
GNRC vs HIG
+718.1%
+1,392.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.3% | +3.1% |
| 7D | -0.2% | -1.5% | +1.3% | +0.4% |
| 30D | -15.7% | -0.4% | -15.4% | -15.7% |
| 3M | -27.3% | +6.7% | -34.0% | -29.7% |
| 6M | -12.1% | +2.0% | -14.0% | -13.8% |
| YTD | +37.1% | +0.3% | +36.8% | +35.2% |
| 1Y | -0.5% | +4.2% | -4.7% | -3.7% |
| 3Y | +61.5% | +102.2% | -40.7% | +17.2% |
| 5Y | -58.6% | +118.5% | -177.1% | -70.9% |
| 10Y | +446.3% | +311.1% | +135.1% | +172.4% |
| All | +2,110.1% | +718.1% | +1,392.1% | +708.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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