+29.5%
CL vs GNRC
+18.7%
+10.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | +3.2% | +7.9% | -4.7% | +3.6% |
| 30D | +8.0% | -3.7% | +11.7% | +7.9% |
| 3M | +7.9% | -11.9% | +19.8% | +7.3% |
| 6M | +14.7% | -28.6% | +43.3% | +13.0% |
| YTD | +29.2% | +39.9% | -10.7% | +24.2% |
| 1Y | +29.5% | +23.4% | +6.2% | +23.9% |
| All | +29.5% | +18.7% | +10.8% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling