+155.2%
W vs GNRC
+448.8%
-293.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | -0.7% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -4.2% | -15.7% | +11.5% | +6.4% |
| 3M | +26.9% | -27.3% | +54.2% | +52.3% |
| 6M | +31.2% | -12.1% | +43.3% | +35.5% |
| YTD | -1.8% | +37.1% | -39.0% | -27.5% |
| 1Y | +9.3% | -0.5% | +9.8% | -2.2% |
| 3Y | +33.2% | +61.5% | -28.3% | -15.5% |
| 5Y | -62.4% | -58.6% | -3.8% | -47.6% |
| All | +155.2% | +448.8% | -293.6% | -10.8% |
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 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