+41.5%
CL vs GNRC
-56.2%
+97.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -0.1% |
| 7D | -0.8% | +2.5% | -3.2% | -0.8% |
| 30D | +9.5% | -11.2% | +20.7% | +9.6% |
| 3M | +6.8% | -10.1% | +16.9% | +6.8% |
| 6M | +14.3% | -28.5% | +42.8% | +14.4% |
| YTD | +27.0% | +42.3% | -15.3% | +25.2% |
| 1Y | +26.3% | +22.8% | +3.4% | +24.8% |
| 3Y | +39.3% | +87.3% | -48.1% | +35.3% |
| 5Y | +41.5% | -56.9% | +98.4% | +28.7% |
| All | +41.5% | -56.2% | +97.7% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling