+435.3%
GNRC vs VO
+200.3%
+235.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +1.8% |
| 7D | -0.2% | -1.5% | +1.3% | +2.1% |
| 30D | -15.7% | -3.0% | -12.7% | -11.8% |
| 3M | -27.3% | +2.8% | -30.2% | -29.8% |
| 6M | -12.1% | +10.9% | -23.0% | -23.1% |
| YTD | +37.1% | +12.5% | +24.7% | +18.1% |
| 1Y | -0.5% | +12.0% | -12.4% | -13.2% |
| 3Y | +61.5% | +56.3% | +5.2% | -9.3% |
| 5Y | -58.6% | +42.9% | -101.5% | -72.1% |
| All | +435.3% | +200.3% | +235.1% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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