+60.7%
COP vs GNRC
+17.5%
+43.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.5% | +4.4% | -5.4% |
| 7D | -8.1% | -6.0% | -2.2% | -8.2% |
| 30D | +6.7% | -12.0% | +18.7% | +6.5% |
| 3M | +16.9% | -13.4% | +30.3% | +16.7% |
| 6M | +11.2% | -26.4% | +37.5% | +10.7% |
| YTD | +49.5% | +38.8% | +10.7% | +34.2% |
| 1Y | +60.7% | +20.9% | +39.8% | +45.9% |
| All | +60.7% | +17.5% | +43.1% | +45.9% |
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