+193.6%
COP vs GNRC
-60.2%
+253.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.6% |
| 7D | +1.0% | -0.7% | +1.7% | +1.0% |
| 30D | +9.6% | -15.8% | +25.4% | +11.2% |
| 3M | +15.0% | -24.0% | +39.1% | +17.3% |
| 6M | +21.8% | -13.8% | +35.5% | +21.7% |
| YTD | +49.6% | +33.2% | +16.4% | +41.6% |
| 1Y | +49.9% | -1.8% | +51.7% | +46.2% |
| 3Y | +22.6% | +57.7% | -35.1% | +11.5% |
| 5Y | +193.6% | -59.7% | +253.4% | +190.5% |
| All | +193.6% | -60.2% | +253.8% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling