+1,448.4%
QLD vs GNRC
+355.2%
+1,093.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +0.8% |
| 7D | -3.8% | -13.1% | +9.4% | +3.5% |
| 30D | -20.5% | -19.2% | -1.4% | -11.3% |
| 3M | -14.6% | -11.8% | -2.8% | -10.6% |
| 6M | -14.7% | -32.5% | +17.9% | +2.2% |
| YTD | +11.2% | +33.3% | -22.1% | -11.1% |
| 1Y | +7.1% | +16.0% | -9.0% | -8.2% |
| 3Y | +141.1% | +75.5% | +65.6% | +52.2% |
| 5Y | +84.3% | -58.7% | +143.0% | +154.5% |
| All | +1,448.4% | +355.2% | +1,093.1% | +303.1% |
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