+2,047.2%
GNRC vs SPXS
-100.0%
+2,147.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.4% | -1.7% |
| 7D | -0.7% | +6.4% | -7.1% | +2.1% |
| 30D | -15.8% | +6.0% | -21.8% | -13.5% |
| 3M | -24.0% | -11.6% | -12.4% | -27.0% |
| 6M | -13.8% | -28.7% | +14.9% | -23.1% |
| YTD | +33.2% | -26.3% | +59.5% | +21.7% |
| 1Y | -1.8% | -34.9% | +33.1% | -13.6% |
| 3Y | +57.7% | -79.5% | +137.2% | -3.4% |
| 5Y | -59.7% | -85.9% | +26.2% | -72.8% |
| 10Y | +430.7% | -99.5% | +530.3% | +43.1% |
| All | +2,047.2% | -100.0% | +2,147.2% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SPXS 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling