+435.3%
GNRC vs SPY
+322.5%
+112.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +1.7% |
| 7D | -0.2% | -0.8% | +0.6% | +0.9% |
| 30D | -15.7% | -1.1% | -14.7% | -14.5% |
| 3M | -27.3% | +3.9% | -31.2% | -30.9% |
| 6M | -12.1% | +13.6% | -25.7% | -25.6% |
| YTD | +37.1% | +12.7% | +24.4% | +17.6% |
| 1Y | -0.5% | +17.5% | -18.0% | -19.0% |
| 3Y | +61.5% | +76.9% | -15.4% | -25.2% |
| 5Y | -58.6% | +83.6% | -142.1% | -80.7% |
| All | +435.3% | +322.5% | +112.9% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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