+252.8%
SPOT vs GNRC
+317.7%
-64.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | -0.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +7.4% | -15.7% | +23.1% | +12.4% |
| 3M | +8.2% | -27.3% | +35.5% | +16.5% |
| 6M | +2.2% | -12.1% | +14.3% | +1.9% |
| YTD | -9.5% | +37.1% | -46.6% | -23.5% |
| 1Y | -23.8% | -0.5% | -23.4% | -29.2% |
| 3Y | +233.5% | +61.5% | +172.0% | +145.4% |
| 5Y | +112.2% | -58.6% | +170.8% | +145.7% |
| All | +252.8% | +317.7% | -64.8% | +94.9% |
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