+895.9%
CI vs GNRC
+2,127.0%
-1,231.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +1.2% | +7.9% | -6.8% | 0.0% |
| 30D | +2.6% | -3.7% | +6.2% | +2.6% |
| 3M | +7.4% | -11.9% | +19.4% | +8.3% |
| 6M | -0.1% | -28.6% | +28.5% | +2.9% |
| YTD | +9.7% | +39.9% | -30.2% | +1.0% |
| 1Y | +12.1% | +23.4% | -11.2% | +5.0% |
| 3Y | +7.0% | +84.2% | -77.2% | -8.7% |
| 5Y | +49.7% | -57.3% | +107.0% | +57.4% |
| 10Y | +147.2% | +376.8% | -229.6% | +46.0% |
| All | +895.9% | +2,127.0% | -1,231.1% | +291.2% |
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 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