+10.9%
CMG vs GNRC
+17.5%
-6.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -9.5% | +15.4% | +5.7% |
| 7D | +22.5% | -6.0% | +28.5% | +22.3% |
| 30D | +14.1% | -12.0% | +26.1% | +13.9% |
| 3M | +4.1% | -13.4% | +17.5% | +4.1% |
| 6M | +10.1% | -26.4% | +36.4% | +10.0% |
| YTD | -4.9% | +38.8% | -43.7% | -15.3% |
| 1Y | +10.9% | +20.9% | -10.0% | +0.6% |
| All | +10.9% | +17.5% | -6.6% | +0.6% |
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