+33.7%
CFG vs GNRC
+17.5%
+16.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.5% | +11.9% | +3.5% |
| 7D | +1.8% | -6.0% | +7.7% | +2.4% |
| 30D | +3.3% | -12.0% | +15.3% | +4.7% |
| 3M | -9.8% | -13.4% | +3.6% | -8.6% |
| 6M | +5.2% | -26.4% | +31.5% | +8.0% |
| YTD | +16.1% | +38.8% | -22.7% | +0.3% |
| 1Y | +33.7% | +20.9% | +12.8% | +20.3% |
| All | +33.7% | +17.5% | +16.1% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling