+47.4%
CI vs GNRC
-58.7%
+106.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.2% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +1.8% | -15.7% | +17.5% | +2.7% |
| 3M | -4.2% | -27.3% | +23.1% | -2.8% |
| 6M | +8.8% | -12.1% | +20.9% | +8.8% |
| YTD | +3.7% | +37.1% | -33.4% | +0.7% |
| 1Y | -6.1% | -0.5% | -5.7% | -7.3% |
| 3Y | +4.5% | +61.5% | -57.0% | -0.5% |
| All | +47.4% | -58.7% | +106.0% | +44.7% |
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 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