+514.0%
NOW vs GNRC
+372.1%
+141.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +0.3% | +7.9% | -7.6% | -1.7% |
| 30D | -27.0% | -3.7% | -23.3% | -26.6% |
| 3M | -19.6% | -11.9% | -7.7% | -18.5% |
| 6M | +17.5% | -28.6% | +46.1% | +23.2% |
| YTD | -33.3% | +39.9% | -73.1% | -45.5% |
| 1Y | -39.8% | +23.4% | -63.2% | -49.0% |
| 3Y | -19.9% | +84.2% | -104.2% | -44.7% |
| 5Y | -26.1% | -57.3% | +31.3% | -18.0% |
| All | +514.0% | +372.1% | +141.9% | +158.7% |
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