+73.9%
PL vs GNRC
-43.9%
+117.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.4% |
| 7D | -13.9% | +3.2% | -17.0% | -15.1% |
| 30D | -25.5% | -9.5% | -15.9% | -22.2% |
| 3M | -44.8% | -28.5% | -16.2% | -36.3% |
| 6M | -33.3% | -10.0% | -23.3% | -30.7% |
| YTD | -12.7% | +36.7% | -49.4% | -26.2% |
| 1Y | +90.9% | +2.6% | +88.3% | +81.3% |
| 3Y | +528.5% | +61.9% | +466.6% | +393.0% |
| 5Y | +72.7% | -59.0% | +131.8% | +90.3% |
| All | +73.9% | -43.9% | +117.8% | +89.5% |
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