+694.2%
GS vs GNRC
+2,022.1%
-1,327.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.4% |
| 7D | +1.6% | -13.1% | +14.7% | +5.0% |
| 30D | +1.7% | -19.2% | +20.8% | +6.8% |
| 3M | -11.6% | -11.8% | +0.2% | -9.8% |
| 6M | -1.9% | -32.5% | +30.6% | +6.2% |
| YTD | +5.1% | +33.3% | -28.2% | -5.9% |
| 1Y | +16.4% | +16.0% | +0.4% | +7.9% |
| 3Y | +199.0% | +75.5% | +123.4% | +142.0% |
| 5Y | +157.4% | -58.7% | +216.2% | +181.4% |
| 10Y | +457.2% | +351.2% | +106.1% | +194.5% |
| All | +694.2% | +2,022.1% | -1,327.9% | +173.2% |
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