+226.3%
CL vs GNRC
+2,087.1%
-1,860.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.8% | -1.6% |
| 7D | -2.2% | +1.9% | -4.1% | -2.3% |
| 30D | -4.8% | -13.8% | +9.0% | -3.9% |
| 3M | +4.9% | -32.6% | +37.6% | +7.3% |
| 6M | -5.7% | -15.2% | +9.5% | -5.4% |
| YTD | +14.4% | +37.4% | -23.0% | +10.3% |
| 1Y | +8.7% | +5.1% | +3.6% | +6.7% |
| 3Y | +30.0% | +57.5% | -27.5% | +21.6% |
| 5Y | +28.4% | -58.7% | +87.1% | +32.2% |
| 10Y | +50.1% | +395.5% | -345.4% | +12.9% |
| All | +226.3% | +2,087.1% | -1,860.8% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling