+89.6%
CL vs GNRC
+372.1%
-282.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +3.2% | +7.9% | -4.7% | +2.8% |
| 30D | +8.0% | -3.7% | +11.7% | +8.1% |
| 3M | +7.9% | -11.9% | +19.8% | +8.2% |
| 6M | +14.7% | -28.6% | +43.3% | +16.0% |
| YTD | +29.2% | +39.9% | -10.7% | +24.3% |
| 1Y | +29.5% | +23.4% | +6.2% | +25.6% |
| 3Y | +40.7% | +84.2% | -43.6% | +30.0% |
| 5Y | +43.9% | -57.3% | +101.2% | +51.1% |
| All | +89.6% | +372.1% | -282.5% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling