+435.3%
GNRC vs PPG
+26.9%
+408.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.6% |
| 7D | -0.2% | -6.2% | +6.1% | +4.3% |
| 30D | -15.7% | -7.9% | -7.8% | -10.9% |
| 3M | -27.3% | -10.2% | -17.1% | -22.4% |
| 6M | -12.1% | +2.7% | -14.7% | -15.0% |
| YTD | +37.1% | +4.9% | +32.2% | +30.2% |
| 1Y | -0.5% | -3.2% | +2.7% | +0.2% |
| 3Y | +61.5% | -17.0% | +78.5% | +78.3% |
| 5Y | -58.6% | -23.3% | -35.2% | -51.9% |
| All | +435.3% | +26.9% | +408.4% | +329.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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