+238.9%
CRM vs GNRC
+448.8%
-209.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.2% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +28.1% | -15.7% | +43.9% | +33.1% |
| 3M | +48.8% | -27.3% | +76.2% | +58.3% |
| 6M | +28.3% | -12.1% | +40.3% | +26.8% |
| YTD | -6.0% | +37.1% | -43.1% | -19.9% |
| 1Y | +1.4% | -0.5% | +1.9% | -5.7% |
| 3Y | +11.8% | +61.5% | -49.7% | -15.1% |
| 5Y | -2.0% | -58.6% | +56.5% | +9.7% |
| All | +238.9% | +448.8% | -209.9% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling