+457.2%
GS vs GNRC
+350.7%
+106.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.4% |
| 7D | +1.6% | -13.1% | +14.7% | +5.1% |
| 30D | +1.7% | -19.2% | +20.8% | +7.1% |
| 3M | -11.6% | -11.8% | +0.2% | -9.7% |
| 6M | -1.9% | -32.5% | +30.6% | +6.6% |
| YTD | +5.1% | +33.3% | -28.2% | -6.6% |
| 1Y | +16.4% | +16.0% | +0.4% | +7.2% |
| 3Y | +199.0% | +75.5% | +123.4% | +137.7% |
| 5Y | +157.4% | -58.7% | +216.2% | +195.2% |
| 10Y | +457.2% | +351.2% | +106.1% | +112.4% |
| All | +457.2% | +350.7% | +106.5% | +112.4% |
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