+2,033.8%
COST vs GNRC
+2,020.8%
+13.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | -4.4% | -15.8% | +11.4% | -2.4% |
| 3M | -8.1% | -24.0% | +15.9% | -5.4% |
| 6M | -9.2% | -13.8% | +4.5% | -8.9% |
| YTD | +5.1% | +33.2% | -28.1% | -1.2% |
| 1Y | -5.1% | -1.8% | -3.3% | -7.4% |
| 3Y | +70.4% | +57.7% | +12.6% | +51.3% |
| 5Y | +104.7% | -59.7% | +164.5% | +112.1% |
| 10Y | +608.8% | +430.7% | +178.1% | +396.3% |
| All | +2,033.8% | +2,020.8% | +13.0% | +1,076.5% |
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