+842.2%
CI vs GNRC
+2,087.1%
-1,245.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.7% |
| 7D | +1.3% | +1.9% | -0.6% | +1.0% |
| 30D | +4.4% | -13.8% | +18.3% | +6.6% |
| 3M | +0.7% | -32.6% | +33.3% | +5.8% |
| 6M | +0.3% | -15.2% | +15.5% | +1.2% |
| YTD | +3.8% | +37.4% | -33.6% | -3.3% |
| 1Y | -5.5% | +5.1% | -10.6% | -8.5% |
| 3Y | +8.1% | +57.5% | -49.4% | -4.8% |
| 5Y | +42.8% | -58.7% | +101.5% | +52.0% |
| 10Y | +143.9% | +395.5% | -251.6% | +44.1% |
| All | +842.2% | +2,087.1% | -1,245.0% | +274.5% |
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