+546.1%
COP vs GNRC
+2,120.5%
-1,574.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | -0.8% | +4.8% | -5.7% | -1.8% |
| 30D | +15.6% | -10.4% | +26.0% | +17.8% |
| 3M | +14.3% | -28.5% | +42.8% | +20.6% |
| 6M | +17.0% | -6.8% | +23.8% | +15.5% |
| YTD | +47.4% | +39.5% | +8.0% | +32.8% |
| 1Y | +52.4% | +3.4% | +49.0% | +45.1% |
| 3Y | +20.8% | +65.1% | -44.3% | +0.6% |
| 5Y | +191.7% | -57.1% | +248.8% | +209.5% |
| 10Y | +325.1% | +432.5% | -107.4% | +119.5% |
| All | +546.1% | +2,120.5% | -1,574.4% | +124.9% |
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 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