+338.5%
COP vs GNRC
+448.8%
-110.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +8.6% | -15.7% | +24.3% | +12.0% |
| 3M | +19.9% | -27.3% | +47.2% | +26.1% |
| 6M | +19.0% | -12.1% | +31.1% | +18.8% |
| YTD | +50.0% | +37.1% | +12.8% | +35.1% |
| 1Y | +50.5% | -0.5% | +51.0% | +44.1% |
| 3Y | +25.2% | +61.5% | -36.3% | +3.9% |
| 5Y | +194.3% | -58.6% | +252.8% | +232.6% |
| All | +338.5% | +448.8% | -110.3% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling