+2,110.1%
GNRC vs ITOT
+829.0%
+1,281.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +1.8% |
| 7D | -0.2% | -0.9% | +0.7% | +1.1% |
| 30D | -15.7% | -1.5% | -14.3% | -14.0% |
| 3M | -27.3% | +3.6% | -30.9% | -30.4% |
| 6M | -12.1% | +13.7% | -25.8% | -25.2% |
| YTD | +37.1% | +12.9% | +24.2% | +18.0% |
| 1Y | -0.5% | +17.2% | -17.6% | -17.9% |
| 3Y | +61.5% | +75.6% | -14.1% | -21.4% |
| 5Y | -58.6% | +75.5% | -134.0% | -78.4% |
| 10Y | +446.3% | +302.0% | +144.3% | +8.3% |
| All | +2,110.1% | +829.0% | +1,281.1% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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