+803.2%
MS vs GNRC
+425.3%
+377.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.2% |
| 7D | +1.7% | +3.2% | -1.5% | +0.7% |
| 30D | 0.0% | -9.5% | +9.5% | +2.7% |
| 3M | +3.0% | -28.5% | +31.5% | +12.3% |
| 6M | +35.7% | -10.0% | +45.6% | +36.3% |
| YTD | +23.3% | +36.7% | -13.4% | +7.6% |
| 1Y | +44.7% | +2.6% | +42.1% | +36.8% |
| 3Y | +178.0% | +61.9% | +116.1% | +119.6% |
| 5Y | +143.2% | -59.0% | +202.2% | +185.4% |
| 10Y | +803.2% | +444.8% | +358.4% | +176.5% |
| All | +803.2% | +425.3% | +377.9% | +176.5% |
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