+2,047.2%
GNRC vs HIG
+720.7%
+1,326.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -0.7% | -2.3% | +1.5% | +0.1% |
| 30D | -15.8% | -1.2% | -14.6% | -15.5% |
| 3M | -24.0% | +6.3% | -30.3% | -26.4% |
| 6M | -13.8% | +0.6% | -14.4% | -15.0% |
| YTD | +33.2% | +0.6% | +32.6% | +31.2% |
| 1Y | -1.8% | +6.1% | -7.9% | -5.7% |
| 3Y | +57.7% | +102.0% | -44.2% | +14.5% |
| 5Y | -59.7% | +119.2% | -179.0% | -71.8% |
| 10Y | +430.7% | +312.5% | +118.3% | +164.3% |
| All | +2,047.2% | +720.7% | +1,326.5% | +684.6% |
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