+1,537.1%
SOXX vs GNRC
+448.8%
+1,088.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.1% | +0.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -3.6% | -15.7% | +12.2% | +3.2% |
| 3M | -10.2% | -27.3% | +17.2% | +2.4% |
| 6M | +54.2% | -12.1% | +66.3% | +62.8% |
| YTD | +75.2% | +37.1% | +38.1% | +54.1% |
| 1Y | +107.5% | -0.5% | +108.0% | +104.6% |
| 3Y | +226.8% | +61.5% | +165.2% | +156.3% |
| 5Y | +251.2% | -58.6% | +309.8% | +338.1% |
| All | +1,537.1% | +448.8% | +1,088.3% | +555.0% |
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