+435.3%
GNRC vs VIG
+250.0%
+185.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +1.9% |
| 7D | -0.2% | -1.1% | +0.9% | +1.4% |
| 30D | -15.7% | -2.7% | -13.0% | -12.2% |
| 3M | -27.3% | +2.5% | -29.9% | -30.1% |
| 6M | -12.1% | +9.2% | -21.3% | -22.2% |
| YTD | +37.1% | +9.8% | +27.3% | +20.6% |
| 1Y | -0.5% | +12.4% | -12.8% | -14.8% |
| 3Y | +61.5% | +55.9% | +5.6% | -12.2% |
| 5Y | -58.6% | +63.9% | -122.5% | -77.8% |
| All | +435.3% | +250.0% | +185.3% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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