+1,851.9%
TER vs GNRC
+448.8%
+1,403.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.4% | +1.2% |
| 7D | +6.4% | -0.2% | +6.5% | +6.5% |
| 30D | -5.7% | -15.7% | +10.1% | +2.2% |
| 3M | -0.4% | -27.3% | +26.9% | +17.6% |
| 6M | +25.8% | -12.1% | +37.9% | +34.1% |
| YTD | +96.4% | +37.1% | +59.3% | +71.0% |
| 1Y | +229.2% | -0.5% | +229.7% | +226.1% |
| 3Y | +288.1% | +61.5% | +226.6% | +204.3% |
| 5Y | +219.9% | -58.6% | +278.5% | +321.6% |
| All | +1,851.9% | +448.8% | +1,403.1% | +682.4% |
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