+109.7%
USB vs GNRC
+407.9%
-298.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.8% |
| 7D | +1.4% | +1.9% | -0.5% | +1.0% |
| 30D | -1.3% | -13.8% | +12.5% | +2.1% |
| 3M | +15.2% | -32.6% | +47.9% | +25.1% |
| 6M | +18.8% | -15.2% | +34.0% | +20.6% |
| YTD | +21.0% | +37.4% | -16.4% | +7.4% |
| 1Y | +34.0% | +5.1% | +28.9% | +26.4% |
| 3Y | +95.3% | +57.5% | +37.8% | +61.1% |
| 5Y | +40.4% | -58.7% | +99.1% | +55.0% |
| All | +109.7% | +407.9% | -298.2% | -15.6% |
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