+227.5%
LOW vs GNRC
+448.8%
-221.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.7% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -8.9% | -15.7% | +6.9% | -4.8% |
| 3M | -10.4% | -27.3% | +16.9% | -3.7% |
| 6M | -19.4% | -12.1% | -7.3% | -18.9% |
| YTD | -17.1% | +37.1% | -54.2% | -27.3% |
| 1Y | -26.3% | -0.5% | -25.8% | -29.9% |
| 3Y | -9.9% | +61.5% | -71.4% | -28.7% |
| 5Y | +6.1% | -58.6% | +64.7% | +20.1% |
| All | +227.5% | +448.8% | -221.3% | +24.2% |
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 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