+395.2%
COR vs GNRC
+448.8%
-53.7%
-32.4%
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% | -0.1% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +2.6% | -15.7% | +18.3% | +4.0% |
| 3M | +14.5% | -27.3% | +41.8% | +17.1% |
| 6M | -7.8% | -12.1% | +4.2% | -7.8% |
| YTD | -4.2% | +37.1% | -41.3% | -8.7% |
| 1Y | +7.0% | -0.5% | +7.5% | +4.9% |
| 3Y | +85.5% | +61.5% | +24.0% | +67.7% |
| 5Y | +181.2% | -58.6% | +239.8% | +209.8% |
| All | +395.2% | +448.8% | -53.7% | +136.9% |
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 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