+29.6%
CL vs GNRC
+62.7%
-33.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.4% |
| 7D | -1.4% | +4.8% | -6.2% | -1.3% |
| 30D | -5.2% | -10.4% | +5.2% | -5.4% |
| 3M | +3.3% | -28.5% | +31.8% | +2.7% |
| 6M | -4.4% | -6.8% | +2.4% | -5.1% |
| YTD | +13.9% | +39.5% | -25.6% | +12.9% |
| 1Y | +7.6% | +3.4% | +4.2% | +6.5% |
| 3Y | +29.6% | +65.1% | -35.6% | +25.9% |
| All | +29.6% | +62.7% | -33.1% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling