+100.0%
IT vs GNRC
+448.8%
-348.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.3% | +4.7% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | +0.1% | -15.7% | +15.8% | +3.3% |
| 3M | +20.7% | -27.3% | +48.0% | +26.7% |
| 6M | +12.0% | -12.1% | +24.0% | +11.0% |
| YTD | -28.8% | +37.1% | -65.9% | -37.0% |
| 1Y | -25.5% | -0.5% | -25.1% | -29.4% |
| 3Y | -48.8% | +61.5% | -110.3% | -58.5% |
| 5Y | -42.7% | -58.6% | +15.8% | -37.3% |
| All | +100.0% | +448.8% | -348.9% | -3.3% |
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