+38.3%
CL vs GNRC
+89.5%
-51.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | +0.1% |
| 7D | -0.8% | +2.5% | -3.2% | -0.7% |
| 30D | +9.5% | -11.2% | +20.7% | +9.4% |
| 3M | +6.8% | -10.1% | +16.9% | +6.6% |
| 6M | +14.3% | -28.5% | +42.8% | +13.7% |
| YTD | +27.0% | +42.3% | -15.3% | +25.5% |
| 1Y | +26.3% | +22.8% | +3.4% | +24.7% |
| All | +38.3% | +89.5% | -51.2% | +33.6% |
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