+435.3%
GNRC vs Z
-2.5%
+437.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +1.7% |
| 7D | -0.2% | -6.0% | +5.9% | +1.6% |
| 30D | -15.7% | -2.3% | -13.4% | -15.7% |
| 3M | -27.3% | -0.6% | -26.7% | -28.5% |
| 6M | -12.1% | -27.6% | +15.6% | -5.2% |
| YTD | +37.1% | -52.4% | +89.5% | +66.0% |
| 1Y | -0.5% | -63.6% | +63.1% | +31.4% |
| 3Y | +61.5% | -36.4% | +97.9% | +67.5% |
| 5Y | -58.6% | -64.6% | +6.0% | -52.2% |
| All | +435.3% | -2.5% | +437.8% | +382.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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