+188.9%
GS vs GNRC
-57.1%
+246.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +3.4% | +4.8% | -1.5% | +2.4% |
| 30D | +0.2% | -10.4% | +10.6% | +2.4% |
| 3M | -0.3% | -28.5% | +28.1% | +6.2% |
| 6M | +27.4% | -6.8% | +34.1% | +27.4% |
| YTD | +19.6% | +39.5% | -19.8% | +9.2% |
| 1Y | +42.5% | +3.4% | +39.1% | +37.7% |
| 3Y | +240.4% | +65.1% | +175.3% | +192.7% |
| 5Y | +188.9% | -57.1% | +246.0% | +205.0% |
| All | +188.9% | -57.1% | +246.0% | +205.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling