+1,626.5%
COR vs GNRC
+2,120.5%
-494.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | -1.9% | +4.8% | -6.7% | -2.4% |
| 30D | +1.5% | -10.4% | +11.9% | +2.5% |
| 3M | +18.7% | -28.5% | +47.2% | +21.9% |
| 6M | -9.0% | -6.8% | -2.3% | -9.5% |
| YTD | -3.3% | +39.5% | -42.8% | -8.1% |
| 1Y | +9.8% | +3.4% | +6.4% | +7.2% |
| 3Y | +87.4% | +65.1% | +22.2% | +69.2% |
| 5Y | +180.5% | -57.1% | +237.6% | +192.8% |
| 10Y | +398.1% | +432.5% | -34.4% | +233.5% |
| All | +1,626.5% | +2,120.5% | -494.0% | +768.1% |
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