+444.5%
CORZ vs GNRC
+60.5%
+384.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +3.9% |
| 7D | +16.6% | +4.8% | +11.7% | +13.6% |
| 30D | -10.9% | -10.4% | -0.5% | -5.2% |
| 3M | -31.0% | -28.5% | -2.5% | -17.8% |
| 6M | +26.0% | -6.8% | +32.8% | +27.6% |
| YTD | +28.6% | +39.5% | -10.8% | +0.5% |
| 1Y | +34.5% | +3.4% | +31.1% | +24.5% |
| All | +444.5% | +60.5% | +384.0% | +219.6% |
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