+50.0%
LULU vs GNRC
+448.8%
-398.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.8% | +1.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -18.1% | -15.7% | -2.4% | -14.5% |
| 3M | -18.8% | -27.3% | +8.6% | -12.9% |
| 6M | -39.2% | -12.1% | -27.1% | -39.3% |
| YTD | -52.4% | +37.1% | -89.5% | -59.1% |
| 1Y | -40.3% | -0.5% | -39.8% | -43.9% |
| 3Y | -75.1% | +61.5% | -136.6% | -80.8% |
| 5Y | -76.7% | -58.6% | -18.2% | -73.6% |
| All | +50.0% | +448.8% | -398.9% | -31.8% |
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