+251.7%
CB vs GNRC
+372.1%
-120.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +2.9% | +7.9% | -5.0% | +2.1% |
| 30D | +7.3% | -3.7% | +11.0% | +7.4% |
| 3M | +9.4% | -11.9% | +21.3% | +10.2% |
| 6M | +19.6% | -28.6% | +48.2% | +22.3% |
| YTD | +21.5% | +39.9% | -18.4% | +13.0% |
| 1Y | +28.0% | +23.4% | +4.6% | +20.8% |
| 3Y | +74.9% | +84.2% | -9.4% | +50.3% |
| 5Y | +108.1% | -57.3% | +165.4% | +129.3% |
| All | +251.7% | +372.1% | -120.4% | +79.5% |
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