+1,851.4%
NDAQ vs GNRC
+2,077.0%
-225.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | -1.6% | +3.2% | -4.7% | -2.2% |
| 30D | -1.5% | -9.5% | +8.1% | +0.3% |
| 3M | +8.0% | -28.5% | +36.6% | +14.2% |
| 6M | +7.7% | -10.0% | +17.7% | +7.2% |
| YTD | -2.3% | +36.7% | -39.1% | -12.3% |
| 1Y | +0.6% | +2.6% | -2.0% | -4.4% |
| 3Y | +90.9% | +61.9% | +29.0% | +58.1% |
| 5Y | +52.5% | -59.0% | +111.5% | +62.9% |
| 10Y | +380.3% | +444.8% | -64.5% | +160.4% |
| All | +1,851.4% | +2,077.0% | -225.5% | +537.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling