+3,343.4%
STX vs GNRC
+448.8%
+2,894.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.7% | -4.7% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -5.5% | -15.7% | +10.3% | 0.0% |
| 3M | -4.3% | -27.3% | +23.0% | +6.7% |
| 6M | +115.6% | -12.1% | +127.7% | +126.9% |
| YTD | +202.2% | +37.1% | +165.1% | +176.7% |
| 1Y | +325.3% | -0.5% | +325.8% | +323.6% |
| 3Y | +1,283.9% | +61.5% | +1,222.4% | +1,048.7% |
| 5Y | +1,048.3% | -58.6% | +1,106.9% | +1,261.5% |
| All | +3,343.4% | +448.8% | +2,894.6% | +1,168.7% |
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