+3,154.0%
CLS vs GNRC
+448.8%
+2,705.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.9% | +3.6% | +5.5% |
| 7D | +10.9% | -0.2% | +11.1% | +11.1% |
| 30D | +2.1% | -15.7% | +17.8% | +8.4% |
| 3M | -10.2% | -27.3% | +17.1% | +0.5% |
| 6M | +30.4% | -12.1% | +42.4% | +37.3% |
| YTD | +17.2% | +37.1% | -19.9% | +5.9% |
| 1Y | +41.0% | -0.5% | +41.5% | +40.6% |
| 3Y | +1,338.0% | +61.5% | +1,276.4% | +1,105.5% |
| 5Y | +3,860.6% | -58.6% | +3,919.1% | +4,581.9% |
| All | +3,154.0% | +448.8% | +2,705.1% | +1,428.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling