+1,686.5%
CMG vs GNRC
+2,020.8%
-334.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.8% |
| 7D | -3.8% | -0.7% | -3.1% | -3.7% |
| 30D | +12.9% | -15.8% | +28.7% | +16.7% |
| 3M | +18.8% | -24.0% | +42.8% | +24.0% |
| 6M | +4.1% | -13.8% | +17.8% | +4.5% |
| YTD | -2.4% | +33.2% | -35.6% | -11.6% |
| 1Y | -6.7% | -1.8% | -4.9% | -9.9% |
| 3Y | -7.1% | +57.7% | -64.9% | -21.9% |
| 5Y | -5.0% | -59.7% | +54.8% | +2.3% |
| 10Y | +323.5% | +430.7% | -107.2% | +157.8% |
| All | +1,686.5% | +2,020.8% | -334.3% | +597.2% |
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