+322.1%
CORZ vs GNRC
+60.9%
+261.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | +23.5% | +7.9% | +15.6% | +18.3% |
| 30D | +7.5% | -3.7% | +11.2% | +10.9% |
| 3M | -26.6% | -11.9% | -14.6% | -21.1% |
| 6M | -39.5% | -28.6% | -10.9% | -27.8% |
| YTD | -0.3% | +39.9% | -40.2% | -22.0% |
| 1Y | -4.2% | +23.4% | -27.6% | -19.5% |
| All | +322.1% | +60.9% | +261.1% | +148.1% |
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 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