+847.5%
MSCI vs GNRC
+372.1%
+475.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +3.0% | +7.9% | -4.9% | +0.9% |
| 30D | +17.8% | -3.7% | +21.5% | +18.0% |
| 3M | +15.2% | -11.9% | +27.1% | +16.9% |
| 6M | +16.5% | -28.6% | +45.1% | +22.5% |
| YTD | +16.4% | +39.9% | -23.5% | -1.6% |
| 1Y | +16.8% | +23.4% | -6.6% | +2.0% |
| 3Y | +35.8% | +84.2% | -48.5% | -1.1% |
| 5Y | +7.0% | -57.3% | +64.3% | +18.5% |
| All | +847.5% | +372.1% | +475.4% | +300.1% |
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