+28.3%
CL vs GNRC
-58.2%
+86.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.4% |
| 7D | -2.3% | +3.2% | -5.5% | -2.3% |
| 30D | -5.5% | -9.5% | +4.0% | -5.4% |
| 3M | +0.8% | -28.5% | +29.4% | +1.0% |
| 6M | -4.2% | -10.0% | +5.8% | -4.6% |
| YTD | +13.4% | +36.7% | -23.3% | +12.1% |
| 1Y | +7.1% | +2.6% | +4.5% | +6.2% |
| 3Y | +29.0% | +61.9% | -32.9% | +26.1% |
| 5Y | +28.3% | -59.0% | +87.3% | +20.4% |
| All | +28.3% | -58.2% | +86.5% | +20.4% |
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