+690.8%
GS vs GNRC
+2,103.5%
-1,412.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.8% | -2.1% | +2.9% |
| 7D | +0.8% | -6.6% | +7.4% | +2.3% |
| 30D | +1.2% | -16.1% | +17.3% | +5.4% |
| 3M | -12.4% | -11.1% | -1.3% | -10.8% |
| 6M | -2.3% | -29.9% | +27.6% | +4.7% |
| YTD | +4.6% | +38.4% | -33.8% | -7.1% |
| 1Y | +17.5% | +21.5% | -4.0% | +7.7% |
| 3Y | +202.0% | +83.5% | +118.5% | +141.8% |
| 5Y | +152.4% | -57.1% | +209.4% | +173.2% |
| 10Y | +478.5% | +372.1% | +106.4% | +202.5% |
| All | +690.8% | +2,103.5% | -1,412.7% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling