+1,511.5%
MOD vs GNRC
+425.3%
+1,086.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.5% |
| 7D | +3.6% | +3.2% | +0.4% | +2.3% |
| 30D | -2.6% | -9.5% | +6.9% | +1.6% |
| 3M | -33.1% | -28.5% | -4.6% | -22.9% |
| 6M | -7.5% | -10.0% | +2.5% | -3.0% |
| YTD | +39.3% | +36.7% | +2.5% | +22.4% |
| 1Y | +34.3% | +2.6% | +31.7% | +32.4% |
| 3Y | +296.2% | +61.9% | +234.3% | +229.3% |
| 5Y | +1,504.6% | -59.0% | +1,563.6% | +1,950.7% |
| 10Y | +1,511.5% | +444.8% | +1,066.7% | +387.3% |
| All | +1,511.5% | +425.3% | +1,086.2% | +387.3% |
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