+648.6%
P vs GNRC
+433.2%
+215.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.5% | -2.0% |
| 7D | -4.1% | -0.7% | -3.4% | -3.8% |
| 30D | -14.0% | -15.8% | +1.9% | -7.9% |
| 3M | +41.4% | -24.0% | +65.5% | +57.1% |
| 6M | +54.2% | -13.8% | +67.9% | +61.7% |
| YTD | +40.4% | +33.2% | +7.2% | +23.5% |
| 1Y | +16.0% | -1.8% | +17.8% | +13.3% |
| 3Y | +140.7% | +57.7% | +82.9% | +87.5% |
| 5Y | +256.3% | -59.7% | +316.1% | +355.3% |
| All | +648.6% | +433.2% | +215.4% | +125.9% |
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