+650.5%
GS vs GNRC
+425.3%
+225.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.2% |
| 7D | +2.4% | +3.2% | -0.7% | +1.6% |
| 30D | -0.1% | -9.5% | +9.4% | +2.4% |
| 3M | +0.2% | -28.5% | +28.7% | +8.6% |
| 6M | +24.8% | -10.0% | +34.8% | +25.9% |
| YTD | +18.8% | +36.7% | -18.0% | +5.9% |
| 1Y | +37.3% | +2.6% | +34.7% | +31.3% |
| 3Y | +237.9% | +61.9% | +176.0% | +176.1% |
| 5Y | +187.0% | -59.0% | +246.1% | +232.6% |
| 10Y | +650.5% | +444.8% | +205.7% | +180.0% |
| All | +650.5% | +425.3% | +225.2% | +180.0% |
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