+394.0%
CAH vs GNRC
-58.7%
+452.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.6% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | +0.2% | -15.7% | +15.9% | +0.4% |
| 3M | +6.3% | -27.3% | +33.6% | +6.6% |
| 6M | +9.4% | -12.1% | +21.4% | +9.2% |
| YTD | +15.0% | +37.1% | -22.2% | +13.8% |
| 1Y | +55.4% | -0.5% | +55.9% | +54.8% |
| 3Y | +173.8% | +61.5% | +112.3% | +164.9% |
| All | +394.0% | -58.7% | +452.7% | +370.3% |
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