+556.2%
MS vs GNRC
+385.9%
+170.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.7% | -5.1% | -0.3% |
| 7D | -1.7% | +2.5% | -4.2% | -2.5% |
| 30D | +0.9% | -11.2% | +12.1% | +3.8% |
| 3M | -10.8% | -10.1% | -0.7% | -9.3% |
| 6M | +0.9% | -28.5% | +29.4% | +8.2% |
| YTD | +9.8% | +42.3% | -32.5% | -6.3% |
| 1Y | +17.1% | +22.8% | -5.8% | +4.2% |
| 3Y | +175.7% | +87.3% | +88.4% | +107.1% |
| 5Y | +125.9% | -56.9% | +182.7% | +159.1% |
| 10Y | +556.2% | +384.9% | +171.3% | +106.6% |
| All | +556.2% | +385.9% | +170.3% | +106.6% |
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