+553.4%
SE vs GNRC
+275.1%
+278.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -2.6% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | -17.1% | -15.7% | -1.3% | -11.0% |
| 3M | +24.0% | -27.3% | +51.3% | +39.3% |
| 6M | +21.0% | -12.1% | +33.0% | +21.2% |
| YTD | -16.7% | +37.1% | -53.8% | -33.8% |
| 1Y | -45.9% | -0.5% | -45.5% | -50.8% |
| 3Y | +177.8% | +61.5% | +116.3% | +80.0% |
| 5Y | -67.4% | -58.6% | -8.8% | -58.0% |
| All | +553.4% | +275.1% | +278.3% | +173.6% |
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