+161.1%
VEA vs GNRC
+448.8%
-287.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | +0.5% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -0.8% | -15.7% | +14.9% | +2.3% |
| 3M | +2.5% | -27.3% | +29.8% | +8.1% |
| 6M | +11.1% | -12.1% | +23.2% | +12.4% |
| YTD | +17.2% | +37.1% | -19.9% | +8.4% |
| 1Y | +24.5% | -0.5% | +25.0% | +21.6% |
| 3Y | +75.4% | +61.5% | +13.9% | +51.5% |
| 5Y | +61.1% | -58.6% | +119.7% | +75.5% |
| All | +161.1% | +448.8% | -287.8% | +41.0% |
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