+85.2%
COR vs GNRC
+57.0%
+28.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | -0.8% |
| 7D | -4.8% | -0.7% | -4.1% | -4.8% |
| 30D | -3.7% | -15.8% | +12.2% | -4.3% |
| 3M | +14.3% | -24.0% | +38.4% | +13.1% |
| 6M | -8.5% | -13.8% | +5.3% | -9.2% |
| YTD | -4.4% | +33.2% | -37.6% | -3.5% |
| 1Y | +9.1% | -1.8% | +10.9% | +9.0% |
| All | +85.2% | +57.0% | +28.2% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling