+611.5%
MSCI vs GNRC
+433.2%
+178.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.6% |
| 7D | -4.7% | -0.7% | -4.0% | -4.6% |
| 30D | -2.2% | -15.8% | +13.7% | +2.0% |
| 3M | -9.7% | -24.0% | +14.3% | -4.8% |
| 6M | +0.3% | -13.8% | +14.0% | +0.4% |
| YTD | -3.5% | +33.2% | -36.7% | -16.0% |
| 1Y | -1.4% | -1.8% | +0.4% | -7.2% |
| 3Y | +6.6% | +57.7% | -51.2% | -17.7% |
| 5Y | -10.9% | -59.7% | +48.8% | +1.0% |
| All | +611.5% | +433.2% | +178.3% | +214.5% |
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