+86.2%
PR vs GNRC
+425.3%
-339.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.4% |
| 7D | -0.8% | +3.2% | -4.0% | -1.6% |
| 30D | +11.3% | -9.5% | +20.8% | +13.8% |
| 3M | +24.1% | -28.5% | +52.6% | +32.8% |
| 6M | +25.4% | -10.0% | +35.3% | +24.7% |
| YTD | +71.2% | +36.7% | +34.5% | +50.4% |
| 1Y | +78.6% | +2.6% | +76.0% | +67.7% |
| 3Y | +85.2% | +61.9% | +23.3% | +48.3% |
| 5Y | +419.0% | -59.0% | +478.0% | +476.5% |
| 10Y | +86.2% | +444.8% | -358.5% | -13.1% |
| All | +86.2% | +425.3% | -339.0% | -13.1% |
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