+425.9%
CORZ vs GNRC
+57.3%
+368.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.5% | -2.3% |
| 7D | +7.6% | +3.2% | +4.5% | +5.8% |
| 30D | -6.9% | -9.5% | +2.6% | -1.6% |
| 3M | -33.0% | -28.5% | -4.5% | -20.1% |
| 6M | +19.3% | -10.0% | +29.3% | +23.2% |
| YTD | +24.2% | +36.7% | -12.5% | -1.8% |
| 1Y | +24.5% | +2.6% | +21.9% | +15.6% |
| All | +425.9% | +57.3% | +368.5% | +212.2% |
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