+252.1%
INTC vs GNRC
+448.8%
-196.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.5% |
| 7D | +7.5% | -0.2% | +7.6% | +7.6% |
| 30D | +2.0% | -15.7% | +17.7% | +8.4% |
| 3M | -12.0% | -27.3% | +15.3% | -0.5% |
| 6M | +114.5% | -12.1% | +126.6% | +127.7% |
| YTD | +179.0% | +37.1% | +141.9% | +155.7% |
| 1Y | +318.3% | -0.5% | +318.7% | +322.0% |
| 3Y | +171.2% | +61.5% | +109.7% | +128.9% |
| 5Y | +107.6% | -58.6% | +166.1% | +150.1% |
| All | +252.1% | +448.8% | -196.7% | +50.3% |
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