+844.1%
CME vs GNRC
+2,120.5%
-1,276.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -2.9% | +4.8% | -7.7% | -3.5% |
| 30D | +5.5% | -10.4% | +15.9% | +6.9% |
| 3M | +11.0% | -28.5% | +39.4% | +15.0% |
| 6M | -9.7% | -6.8% | -2.9% | -10.5% |
| YTD | +4.9% | +39.5% | -34.6% | -2.7% |
| 1Y | +10.1% | +3.4% | +6.7% | +6.2% |
| 3Y | +53.5% | +65.1% | -11.6% | +33.0% |
| 5Y | +77.2% | -57.1% | +134.2% | +86.7% |
| 10Y | +282.1% | +432.5% | -150.4% | +122.5% |
| All | +844.1% | +2,120.5% | -1,276.4% | +229.5% |
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