+780.0%
NOW vs GNRC
+433.2%
+346.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.7% |
| 7D | -9.9% | -0.7% | -9.2% | -9.8% |
| 30D | +2.8% | -15.8% | +18.7% | +7.2% |
| 3M | +23.7% | -24.0% | +47.7% | +30.1% |
| 6M | +12.5% | -13.8% | +26.3% | +11.4% |
| YTD | -14.4% | +33.2% | -47.6% | -28.0% |
| 1Y | -29.0% | -1.8% | -27.2% | -34.6% |
| 3Y | +9.3% | +57.7% | -48.4% | -19.6% |
| 5Y | +1.2% | -59.7% | +61.0% | +15.1% |
| All | +780.0% | +433.2% | +346.8% | +267.7% |
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