-44.8%
COMP vs GNRC
-43.2%
-1.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.8% |
| 7D | +1.4% | +1.9% | -0.6% | +0.3% |
| 30D | -13.3% | -13.8% | +0.5% | -6.4% |
| 3M | +41.1% | -32.6% | +73.8% | +71.8% |
| 6M | +17.2% | -15.2% | +32.4% | +22.3% |
| YTD | +5.2% | +37.4% | -32.2% | -21.4% |
| 1Y | +18.9% | +5.1% | +13.8% | +1.6% |
| 3Y | +215.9% | +57.5% | +158.4% | +93.8% |
| 5Y | -31.2% | -58.7% | +27.5% | -21.4% |
| All | -44.8% | -43.2% | -1.6% | -44.2% |
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