-4.2%
CORZ vs GNRC
+18.7%
-22.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | +23.5% | +7.9% | +15.6% | +18.9% |
| 30D | +7.5% | -3.7% | +11.2% | +10.5% |
| 3M | -26.6% | -11.9% | -14.6% | -21.6% |
| 6M | -39.5% | -28.6% | -10.9% | -29.9% |
| YTD | -0.3% | +39.9% | -40.2% | -11.9% |
| 1Y | -4.2% | +23.4% | -27.6% | -11.3% |
| All | -4.2% | +18.7% | -22.9% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling