+51.2%
CI vs GNRC
-57.0%
+108.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +1.2% | +7.9% | -6.8% | +0.8% |
| 30D | +2.6% | -3.7% | +6.2% | +2.6% |
| 3M | +7.4% | -11.9% | +19.4% | +7.8% |
| 6M | -0.1% | -28.6% | +28.5% | +1.1% |
| YTD | +9.7% | +39.9% | -30.2% | +6.1% |
| 1Y | +12.1% | +23.4% | -11.2% | +9.1% |
| 3Y | +7.0% | +84.2% | -77.2% | +1.0% |
| All | +51.2% | -57.0% | +108.3% | +32.2% |
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