-74.2%
OPEN vs GNRC
+68.4%
-142.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -2.5% |
| 7D | -11.4% | -0.2% | -11.2% | -11.3% |
| 30D | -20.1% | -15.7% | -4.3% | -9.8% |
| 3M | -37.6% | -27.3% | -10.2% | -23.4% |
| 6M | -47.1% | -12.1% | -35.0% | -46.4% |
| YTD | -52.1% | +37.1% | -89.3% | -67.3% |
| 1Y | -73.5% | -0.5% | -73.0% | -76.6% |
| 3Y | -24.4% | +61.5% | -85.9% | -56.7% |
| 5Y | -85.1% | -58.6% | -26.6% | -78.3% |
| All | -74.2% | +68.4% | -142.6% | -72.4% |
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