+356.2%
TPR vs GNRC
+372.1%
-15.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -0.3% | +7.9% | -8.2% | -2.9% |
| 30D | +15.1% | -3.7% | +18.8% | +15.2% |
| 3M | +3.5% | -11.9% | +15.5% | +5.4% |
| 6M | +0.4% | -28.6% | +29.1% | +7.8% |
| YTD | +4.6% | +39.9% | -35.3% | -13.7% |
| 1Y | +33.1% | +23.4% | +9.7% | +14.3% |
| 3Y | +396.0% | +84.2% | +311.7% | +248.9% |
| 5Y | +230.3% | -57.3% | +287.6% | +291.4% |
| All | +356.2% | +372.1% | -15.9% | +45.6% |
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