-25.6%
CG vs GNRC
+6.8%
-32.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.0% |
| 7D | -4.3% | +1.9% | -6.3% | -4.6% |
| 30D | -5.1% | -13.8% | +8.7% | -3.3% |
| 3M | +8.7% | -32.6% | +41.3% | +14.1% |
| 6M | -9.2% | -15.2% | +6.0% | -8.6% |
| YTD | -18.9% | +37.4% | -56.2% | -26.3% |
| 1Y | -25.6% | +5.1% | -30.8% | -29.6% |
| All | -25.6% | +6.8% | -32.4% | -29.6% |
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