+435.3%
GNRC vs SPXS
-99.6%
+534.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +1.8% |
| 7D | -0.2% | +2.5% | -2.7% | +1.0% |
| 30D | -15.7% | +4.2% | -19.9% | -13.9% |
| 3M | -27.3% | -9.3% | -18.0% | -29.6% |
| 6M | -12.1% | -30.7% | +18.6% | -23.0% |
| YTD | +37.1% | -28.1% | +65.2% | +23.2% |
| 1Y | -0.5% | -35.1% | +34.6% | -13.2% |
| 3Y | +61.5% | -79.6% | +141.1% | -4.1% |
| 5Y | -58.6% | -86.3% | +27.7% | -73.2% |
| All | +435.3% | -99.6% | +534.9% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling