+50.7%
O vs GNRC
+448.8%
-398.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.5% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -4.5% | -15.7% | +11.2% | -2.3% |
| 3M | -2.6% | -27.3% | +24.7% | +1.2% |
| 6M | -5.6% | -12.1% | +6.4% | -5.5% |
| YTD | +9.3% | +37.1% | -27.9% | +1.4% |
| 1Y | +4.3% | -0.5% | +4.8% | +1.3% |
| 3Y | +27.4% | +61.5% | -34.1% | +10.6% |
| 5Y | +17.1% | -58.6% | +75.6% | +26.9% |
| All | +50.7% | +448.8% | -398.1% | -11.9% |
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