-53.1%
TE vs GNRC
+88.0%
-141.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.3% | -0.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.4% |
| 30D | -5.9% | -15.7% | +9.8% | +0.9% |
| 3M | -45.6% | -27.3% | -18.2% | -37.1% |
| 6M | -43.4% | -12.1% | -31.3% | -39.8% |
| YTD | -31.0% | +37.1% | -68.1% | -39.1% |
| 1Y | +145.2% | -0.5% | +145.7% | +144.9% |
| 3Y | -24.1% | +61.5% | -85.6% | -36.0% |
| 5Y | -48.1% | -58.6% | +10.4% | -47.0% |
| All | -53.1% | +88.0% | -141.1% | -53.7% |
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