+435.3%
GNRC vs M
-3.0%
+438.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.7% | -4.8% | +1.1% |
| 7D | -0.2% | -4.2% | +4.0% | +0.7% |
| 30D | -15.7% | -7.2% | -8.5% | -14.3% |
| 3M | -27.3% | -11.1% | -16.2% | -25.6% |
| 6M | -12.1% | +28.8% | -40.8% | -17.6% |
| YTD | +37.1% | +2.0% | +35.1% | +35.2% |
| 1Y | -0.5% | +31.3% | -31.7% | -7.6% |
| 3Y | +61.5% | +119.1% | -57.6% | +27.0% |
| 5Y | -58.6% | +29.7% | -88.2% | -63.9% |
| All | +435.3% | -3.0% | +438.3% | +325.8% |
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