+265.7%
VEA vs GNRC
+2,020.8%
-1,755.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -0.7% |
| 7D | -2.1% | -0.7% | -1.3% | -1.9% |
| 30D | -1.1% | -15.8% | +14.8% | +2.1% |
| 3M | +5.1% | -24.0% | +29.1% | +10.0% |
| 6M | +9.8% | -13.8% | +23.6% | +11.5% |
| YTD | +15.9% | +33.2% | -17.3% | +7.7% |
| 1Y | +24.6% | -1.8% | +26.4% | +21.9% |
| 3Y | +75.5% | +57.7% | +17.8% | +52.3% |
| 5Y | +59.4% | -59.7% | +119.1% | +70.9% |
| 10Y | +160.3% | +430.7% | -270.4% | +52.4% |
| All | +265.7% | +2,020.8% | -1,755.2% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling