+435.3%
GNRC vs NTRS
+259.9%
+175.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.9% | +2.3% |
| 7D | -0.2% | +1.4% | -1.6% | -1.0% |
| 30D | -15.7% | -0.7% | -15.1% | -15.4% |
| 3M | -27.3% | +11.3% | -38.7% | -32.3% |
| 6M | -12.1% | +35.5% | -47.6% | -27.7% |
| YTD | +37.1% | +40.6% | -3.5% | +10.0% |
| 1Y | -0.5% | +49.2% | -49.7% | -22.8% |
| 3Y | +61.5% | +167.2% | -105.7% | -13.7% |
| 5Y | -58.6% | +94.9% | -153.5% | -73.3% |
| All | +435.3% | +259.9% | +175.4% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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