+2,192.8%
GNRC vs STLA
+252.7%
+1,940.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.3% |
| 7D | +4.8% | +0.7% | +4.1% | +4.6% |
| 30D | -10.4% | -2.4% | -8.0% | -10.2% |
| 3M | -28.5% | -23.9% | -4.6% | -23.8% |
| 6M | -6.8% | -24.6% | +17.8% | -0.8% |
| YTD | +39.5% | -50.5% | +90.0% | +62.0% |
| 1Y | +3.4% | -39.8% | +43.2% | +14.0% |
| 3Y | +65.1% | -65.6% | +130.8% | +103.6% |
| 5Y | -57.1% | -62.1% | +5.0% | -48.7% |
| 10Y | +432.5% | +47.8% | +384.7% | +418.4% |
| All | +2,192.8% | +252.7% | +1,940.1% | +2,287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 2026-09-08: compounded portfolio wealth divided by compounded STLA 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 2026-09-08 analysis · Full analysis span regression · 6 months rolling