-59.7%
GNRC vs Z
-66.6%
+6.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.6% |
| 7D | -0.7% | -11.6% | +10.8% | +3.4% |
| 30D | -15.8% | -8.5% | -7.4% | -13.9% |
| 3M | -24.0% | -7.9% | -16.1% | -23.5% |
| 6M | -13.8% | -29.1% | +15.3% | -5.2% |
| YTD | +33.2% | -54.2% | +87.4% | +70.2% |
| 1Y | -1.8% | -63.5% | +61.7% | +37.5% |
| 3Y | +57.7% | -38.6% | +96.3% | +61.6% |
| 5Y | -59.7% | -66.0% | +6.2% | -57.4% |
| All | -59.7% | -66.6% | +6.8% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling