+107.7%
COST vs GNRC
-58.7%
+166.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | 0.0% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -4.7% | -15.7% | +11.0% | -3.0% |
| 3M | -7.1% | -27.3% | +20.2% | -4.3% |
| 6M | -8.5% | -12.1% | +3.5% | -8.6% |
| YTD | +5.4% | +37.1% | -31.7% | -1.2% |
| 1Y | -5.6% | -0.5% | -5.2% | -8.2% |
| 3Y | +68.5% | +61.5% | +7.0% | +48.6% |
| All | +107.7% | -58.7% | +166.4% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling