-54.3%
S vs GNRC
-53.5%
-0.8%
-84.4%
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% | -3.8% | -2.9% |
| 7D | -5.8% | +4.8% | -10.7% | -7.7% |
| 30D | -9.2% | -10.4% | +1.2% | -5.4% |
| 3M | +23.4% | -28.5% | +51.8% | +38.8% |
| 6M | +36.9% | -6.8% | +43.7% | +32.2% |
| YTD | +29.5% | +39.5% | -9.9% | -0.5% |
| 1Y | +5.4% | +3.4% | +2.0% | -6.9% |
| 3Y | +14.7% | +65.1% | -50.4% | -26.4% |
| 5Y | -71.5% | -57.1% | -14.4% | -60.5% |
| All | -54.3% | -53.5% | -0.8% | -39.8% |
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