+634.6%
P vs GNRC
+372.1%
+262.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +11.6% | +7.9% | +3.7% | +8.2% |
| 30D | -23.7% | -3.7% | -20.0% | -22.2% |
| 3M | -8.0% | -11.9% | +4.0% | -3.0% |
| 6M | +27.9% | -28.6% | +56.5% | +45.5% |
| YTD | +61.2% | +39.9% | +21.3% | +39.3% |
| 1Y | +28.6% | +23.4% | +5.2% | +16.1% |
| 3Y | +200.5% | +84.2% | +116.2% | +122.0% |
| 5Y | +282.9% | -57.3% | +340.3% | +383.1% |
| All | +634.6% | +372.1% | +262.5% | +129.5% |
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