+115.6%
CRBG vs GNRC
-8.2%
+123.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.9% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +2.6% | -15.7% | +18.4% | +5.9% |
| 3M | +24.0% | -27.3% | +51.3% | +30.8% |
| 6M | +50.5% | -12.1% | +62.6% | +51.1% |
| YTD | +17.1% | +37.1% | -20.0% | +6.1% |
| 1Y | +5.9% | -0.5% | +6.3% | +2.2% |
| 3Y | +122.7% | +61.5% | +61.2% | +88.1% |
| All | +115.6% | -8.2% | +123.8% | +89.2% |
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 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