+438.8%
GS vs GNRC
+372.1%
+66.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +5.9% | +7.9% | -2.1% | +3.7% |
| 30D | +4.3% | -3.7% | +8.0% | +4.9% |
| 3M | -11.7% | -11.9% | +0.3% | -9.7% |
| 6M | -3.2% | -28.6% | +25.4% | +3.6% |
| YTD | +5.8% | +39.9% | -34.1% | -7.2% |
| 1Y | +16.0% | +23.4% | -7.3% | +5.1% |
| 3Y | +199.8% | +84.2% | +115.5% | +135.3% |
| 5Y | +155.5% | -57.3% | +212.8% | +190.8% |
| All | +438.8% | +372.1% | +66.8% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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