+471.5%
CF vs GNRC
+385.9%
+85.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.0% | -0.4% |
| 7D | +10.4% | +2.5% | +7.9% | +9.6% |
| 30D | +7.6% | -11.2% | +18.7% | +9.1% |
| 3M | +5.2% | -10.1% | +15.3% | +5.8% |
| 6M | -0.1% | -28.5% | +28.4% | +3.6% |
| YTD | +61.7% | +42.3% | +19.4% | +44.0% |
| 1Y | +50.3% | +22.8% | +27.5% | +37.5% |
| 3Y | +66.0% | +87.3% | -21.4% | +32.8% |
| 5Y | +114.5% | -56.9% | +171.4% | +139.4% |
| 10Y | +471.5% | +384.9% | +86.6% | +77.7% |
| All | +471.5% | +385.9% | +85.7% | +77.7% |
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