+179.3%
COR vs GNRC
-58.7%
+238.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +2.6% | -15.7% | +18.3% | +2.6% |
| 3M | +14.5% | -27.3% | +41.8% | +14.6% |
| 6M | -7.8% | -12.1% | +4.2% | -8.1% |
| YTD | -4.2% | +37.1% | -41.3% | -5.1% |
| 1Y | +7.0% | -0.5% | +7.5% | +6.5% |
| 3Y | +85.5% | +61.5% | +24.0% | +80.9% |
| All | +179.3% | -58.7% | +238.0% | +167.9% |
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 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