+435.3%
GNRC vs MKTX
+5.0%
+430.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -15.7% | +0.7% | -16.5% | -15.9% |
| 3M | -27.3% | +40.8% | -68.1% | -35.6% |
| 6M | -12.1% | -8.0% | -4.1% | -10.9% |
| YTD | +37.1% | -8.7% | +45.9% | +38.7% |
| 1Y | -0.5% | -11.8% | +11.4% | +1.5% |
| 3Y | +61.5% | -24.0% | +85.5% | +64.9% |
| 5Y | -58.6% | -60.3% | +1.8% | -47.7% |
| All | +435.3% | +5.0% | +430.3% | +426.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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