+340.4%
CG vs GNRC
+1,081.6%
-741.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.6% |
| 7D | -1.3% | +4.8% | -6.1% | -2.7% |
| 30D | -3.2% | -10.4% | +7.2% | -0.2% |
| 3M | +6.2% | -28.5% | +34.7% | +16.1% |
| 6M | -4.7% | -6.8% | +2.1% | -5.3% |
| YTD | -20.6% | +39.5% | -60.1% | -31.7% |
| 1Y | -26.4% | +3.4% | -29.8% | -30.8% |
| 3Y | +55.4% | +65.1% | -9.8% | +22.8% |
| 5Y | +9.8% | -57.1% | +66.9% | +19.5% |
| 10Y | +341.4% | +432.5% | -91.1% | +152.8% |
| All | +340.4% | +1,081.6% | -741.2% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling