+1,111.0%
VUG vs GNRC
+2,077.0%
-966.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | +0.1% | +3.2% | -3.1% | -0.6% |
| 30D | -1.7% | -9.5% | +7.8% | +0.4% |
| 3M | +2.8% | -28.5% | +31.4% | +10.2% |
| 6M | +13.6% | -10.0% | +23.6% | +14.3% |
| YTD | +8.1% | +36.7% | -28.7% | -2.5% |
| 1Y | +13.1% | +2.6% | +10.5% | +8.5% |
| 3Y | +87.0% | +61.9% | +25.1% | +55.4% |
| 5Y | +76.0% | -59.0% | +135.0% | +90.5% |
| 10Y | +420.5% | +444.8% | -24.3% | +204.6% |
| All | +1,111.0% | +2,077.0% | -966.0% | +393.8% |
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