+44.1%
PL vs GNRC
-45.3%
+89.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +1.0% |
| 7D | +5.6% | -13.1% | +18.8% | +13.1% |
| 30D | -16.9% | -19.2% | +2.2% | -8.0% |
| 3M | -38.2% | -11.8% | -26.4% | -34.7% |
| 6M | -63.4% | -32.5% | -30.9% | -56.4% |
| YTD | -27.6% | +33.3% | -60.9% | -38.1% |
| 1Y | +6.6% | +16.0% | -9.5% | -3.2% |
| 3Y | +557.6% | +75.5% | +482.1% | +403.8% |
| 5Y | +39.5% | -58.7% | +98.2% | +55.4% |
| All | +44.1% | -45.3% | +89.5% | +59.0% |
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