+76.9%
VUG vs GNRC
-59.9%
+136.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | 0.0% |
| 7D | -1.9% | -0.7% | -1.1% | -1.7% |
| 30D | -1.6% | -15.8% | +14.3% | +2.1% |
| 3M | +4.4% | -24.0% | +28.4% | +10.0% |
| 6M | +13.2% | -13.8% | +27.0% | +14.9% |
| YTD | +7.5% | +33.2% | -25.7% | -2.5% |
| 1Y | +12.5% | -1.8% | +14.3% | +9.0% |
| 3Y | +86.0% | +57.7% | +28.2% | +54.3% |
| All | +76.9% | -59.9% | +136.8% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling