+0.9%
CG vs GNRC
-58.7%
+59.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.7% |
| 7D | -9.9% | -0.2% | -9.7% | -9.8% |
| 30D | -11.7% | -15.7% | +4.1% | -6.6% |
| 3M | -4.3% | -27.3% | +23.1% | +5.2% |
| 6M | -8.8% | -12.1% | +3.3% | -7.9% |
| YTD | -26.9% | +37.1% | -64.0% | -38.6% |
| 1Y | -35.4% | -0.5% | -35.0% | -39.4% |
| 3Y | +43.0% | +61.5% | -18.5% | +7.6% |
| All | +0.9% | -58.7% | +59.6% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling