+45.5%
CG vs GNRC
+57.0%
-11.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.6% |
| 7D | -9.8% | -0.7% | -9.1% | -9.6% |
| 30D | -10.3% | -15.8% | +5.5% | -5.7% |
| 3M | -1.7% | -24.0% | +22.4% | +5.4% |
| 6M | -9.8% | -13.8% | +4.0% | -9.0% |
| YTD | -25.6% | +33.2% | -58.8% | -38.0% |
| 1Y | -32.5% | -1.8% | -30.7% | -36.9% |
| All | +45.5% | +57.0% | -11.5% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling