+886.3%
MOD vs GNRC
+350.7%
+535.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.3% |
| 7D | -17.8% | -13.1% | -4.7% | -11.8% |
| 30D | -43.2% | -19.2% | -24.0% | -37.0% |
| 3M | -46.0% | -11.8% | -34.2% | -42.8% |
| 6M | -62.2% | -32.5% | -29.7% | -55.1% |
| YTD | -22.8% | +33.3% | -56.1% | -31.0% |
| 1Y | -35.5% | +16.0% | -51.5% | -38.9% |
| 3Y | +128.2% | +75.5% | +52.7% | +86.7% |
| 5Y | +791.6% | -58.7% | +850.3% | +1,049.1% |
| 10Y | +886.3% | +351.2% | +535.1% | +240.6% |
| All | +886.3% | +350.7% | +535.6% | +240.6% |
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