-53.5%
S vs GNRC
-54.3%
+0.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.6% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -11.4% | -15.7% | +4.3% | -5.2% |
| 3M | +33.8% | -27.3% | +61.1% | +49.7% |
| 6M | +39.5% | -12.1% | +51.5% | +38.4% |
| YTD | +31.7% | +37.1% | -5.5% | +1.8% |
| 1Y | +7.0% | -0.5% | +7.5% | -3.9% |
| 3Y | +11.8% | +61.5% | -49.7% | -27.6% |
| 5Y | -69.0% | -58.6% | -10.5% | -56.3% |
| All | -53.5% | -54.3% | +0.7% | -38.4% |
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