+363.0%
NDAQ vs GNRC
+448.8%
-85.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.1% |
| 7D | -5.6% | -0.2% | -5.4% | -5.5% |
| 30D | -4.4% | -15.7% | +11.4% | -1.3% |
| 3M | +5.9% | -27.3% | +33.2% | +11.4% |
| 6M | +7.7% | -12.1% | +19.8% | +7.6% |
| YTD | -5.2% | +37.1% | -42.3% | -15.1% |
| 1Y | -3.4% | -0.5% | -2.9% | -7.6% |
| 3Y | +85.6% | +61.5% | +24.1% | +52.8% |
| 5Y | +49.5% | -58.6% | +108.1% | +64.2% |
| All | +363.0% | +448.8% | -85.8% | +138.2% |
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