+435.3%
GNRC vs IBN
+324.2%
+111.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.1% | +2.3% |
| 7D | -0.2% | -3.0% | +2.8% | +0.8% |
| 30D | -15.7% | -1.5% | -14.2% | -15.3% |
| 3M | -27.3% | +7.9% | -35.3% | -29.3% |
| 6M | -12.1% | +8.6% | -20.7% | -14.8% |
| YTD | +37.1% | -0.6% | +37.7% | +36.6% |
| 1Y | -0.5% | -7.3% | +6.9% | +1.4% |
| 3Y | +61.5% | +26.2% | +35.3% | +45.2% |
| 5Y | -58.6% | +57.8% | -116.4% | -65.3% |
| All | +435.3% | +324.2% | +111.1% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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