-46.5%
COMP vs GNRC
-42.8%
-3.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | +2.1% |
| 7D | +14.5% | -6.6% | +21.1% | +17.9% |
| 30D | +14.9% | -16.1% | +31.0% | +24.6% |
| 3M | -14.2% | -11.1% | -3.2% | -11.5% |
| 6M | +23.7% | -29.9% | +53.7% | +41.9% |
| YTD | +2.1% | +38.4% | -36.3% | -26.1% |
| 1Y | +26.2% | +21.5% | +4.7% | -2.4% |
| 3Y | +470.9% | +83.5% | +387.4% | +209.9% |
| 5Y | -14.0% | -57.1% | +43.1% | -5.5% |
| All | -46.5% | -42.8% | -3.6% | -47.6% |
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 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