+19.6%
CME vs GNRC
+17.5%
+2.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.5% | +10.9% | +0.4% |
| 7D | +4.8% | -6.0% | +10.8% | +4.2% |
| 30D | +14.2% | -12.0% | +26.2% | +13.0% |
| 3M | +17.9% | -13.4% | +31.3% | +16.7% |
| 6M | +7.2% | -26.4% | +33.6% | +4.9% |
| YTD | +16.7% | +38.8% | -22.1% | +15.1% |
| 1Y | +19.6% | +20.9% | -1.3% | +17.1% |
| All | +19.6% | +17.5% | +2.0% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling