+11.8%
CRM vs GNRC
+61.6%
-49.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.8% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +28.1% | -15.7% | +43.9% | +29.3% |
| 3M | +48.8% | -27.3% | +76.2% | +50.8% |
| 6M | +28.3% | -12.1% | +40.3% | +25.8% |
| YTD | -6.0% | +37.1% | -43.1% | -16.0% |
| 1Y | +1.4% | -0.5% | +1.9% | -3.6% |
| 3Y | +11.8% | +61.5% | -49.7% | -8.6% |
| All | +11.8% | +61.6% | -49.8% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling