+366.8%
GNRC vs M
-7.1%
+373.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | +7.9% | +7.0% | +0.9% | +6.3% |
| 30D | -3.7% | +8.9% | -12.6% | -5.9% |
| 3M | -11.9% | +4.5% | -16.4% | -13.3% |
| 6M | -28.6% | +36.2% | -64.8% | -34.3% |
| YTD | +39.9% | +15.1% | +24.8% | +33.5% |
| 1Y | +23.4% | +27.4% | -4.1% | +14.9% |
| 3Y | +84.2% | +160.1% | -75.9% | +38.9% |
| 5Y | -57.3% | -1.6% | -55.7% | -61.6% |
| All | +366.8% | -7.1% | +373.9% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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