-5.5%
CI vs GNRC
+6.8%
-12.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.5% |
| 7D | +1.3% | +1.9% | -0.6% | +1.1% |
| 30D | +4.4% | -13.8% | +18.3% | +5.6% |
| 3M | +0.7% | -32.6% | +33.3% | +3.9% |
| 6M | +0.3% | -15.2% | +15.5% | -1.3% |
| YTD | +3.8% | +37.4% | -33.6% | -8.0% |
| 1Y | -5.5% | +5.1% | -10.6% | -9.0% |
| All | -5.5% | +6.8% | -12.3% | -9.0% |
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