+1,660.3%
PLTR vs GNRC
-0.4%
+1,660.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.4% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | -2.2% | -15.7% | +13.5% | +4.8% |
| 3M | +27.6% | -27.3% | +54.9% | +42.8% |
| 6M | +10.3% | -12.1% | +22.4% | +9.6% |
| YTD | -5.9% | +37.1% | -43.0% | -27.0% |
| 1Y | +1.7% | -0.5% | +2.2% | -8.6% |
| 3Y | +959.1% | +61.5% | +897.6% | +604.1% |
| 5Y | +536.3% | -58.6% | +594.9% | +630.7% |
| All | +1,660.3% | -0.4% | +1,660.7% | +1,680.7% |
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