+70.3%
PR vs GNRC
+350.7%
-280.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.8% |
| 7D | -9.5% | -13.1% | +3.6% | -6.5% |
| 30D | -5.7% | -19.2% | +13.5% | -1.2% |
| 3M | +3.0% | -11.8% | +14.8% | +4.8% |
| 6M | +11.8% | -32.5% | +44.3% | +19.6% |
| YTD | +58.5% | +33.3% | +25.2% | +38.3% |
| 1Y | +69.9% | +16.0% | +53.8% | +53.3% |
| 3Y | +84.9% | +75.5% | +9.4% | +43.3% |
| 5Y | +246.4% | -58.7% | +305.2% | +282.3% |
| 10Y | +70.3% | +351.2% | -280.9% | -23.4% |
| All | +70.3% | +350.7% | -280.4% | -23.4% |
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