+451.3%
GNRC vs Z
+17.0%
+434.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +8.0% | +3.4% |
| 7D | +4.8% | -3.3% | +8.1% | +5.7% |
| 30D | -10.4% | -3.7% | -6.7% | -10.0% |
| 3M | -28.5% | -7.0% | -21.5% | -28.1% |
| 6M | -6.8% | -29.5% | +22.7% | +1.0% |
| YTD | +39.5% | -52.6% | +92.0% | +67.7% |
| 1Y | +3.4% | -64.0% | +67.4% | +35.2% |
| 3Y | +65.1% | -36.4% | +101.6% | +71.4% |
| 5Y | -57.1% | -65.8% | +8.7% | -50.3% |
| 10Y | +432.5% | -5.8% | +438.3% | +380.7% |
| All | +451.3% | +17.0% | +434.3% | +357.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling