+379.1%
V vs GNRC
+448.8%
-69.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.4% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | +3.1% | -15.7% | +18.8% | +6.1% |
| 3M | +16.3% | -27.3% | +43.7% | +22.2% |
| 6M | +20.4% | -12.1% | +32.4% | +20.8% |
| YTD | +6.3% | +37.1% | -30.9% | -3.2% |
| 1Y | +8.7% | -0.5% | +9.2% | +4.9% |
| 3Y | +53.3% | +61.5% | -8.2% | +28.7% |
| 5Y | +71.1% | -58.6% | +129.6% | +89.3% |
| All | +379.1% | +448.8% | -69.7% | +117.9% |
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