-14.1%
CG vs GNRC
+17.5%
-31.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.5% | +14.1% | +5.5% |
| 7D | +9.4% | -6.0% | +15.4% | +10.0% |
| 30D | +8.7% | -12.0% | +20.7% | +10.1% |
| 3M | -15.0% | -13.4% | -1.6% | -13.9% |
| 6M | -13.2% | -26.4% | +13.2% | -10.8% |
| YTD | -26.2% | +38.8% | -65.0% | -35.4% |
| 1Y | -14.1% | +20.9% | -35.0% | -21.3% |
| All | -14.1% | +17.5% | -31.6% | -21.3% |
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