+46.1%
CAG vs GNRC
+2,082.9%
-2,036.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | -2.4% | -15.7% | +13.3% | -1.4% |
| 3M | +9.8% | -27.3% | +37.1% | +11.6% |
| 6M | -10.8% | -12.1% | +1.2% | -10.9% |
| YTD | -10.8% | +37.1% | -47.9% | -13.9% |
| 1Y | -19.0% | -0.5% | -18.5% | -20.1% |
| 3Y | -39.7% | +61.5% | -101.2% | -43.4% |
| 5Y | -43.0% | -58.6% | +15.6% | -41.5% |
| 10Y | -36.0% | +446.3% | -482.3% | -51.9% |
| All | +46.1% | +2,082.9% | -2,036.8% | -7.6% |
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