+29.7%
Q vs GNRC
-2.2%
+31.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.5% |
| 7D | +6.7% | +4.8% | +1.9% | +4.0% |
| 30D | -10.6% | -10.4% | -0.2% | -5.2% |
| 3M | -14.6% | -28.5% | +13.9% | +2.9% |
| 6M | +12.1% | -6.8% | +18.8% | +19.3% |
| YTD | +51.3% | +39.5% | +11.8% | +37.4% |
| All | +29.7% | -2.2% | +31.9% | +29.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling