+40.1%
CSGP vs GNRC
+422.3%
-382.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -2.2% |
| 7D | -5.1% | +4.8% | -10.0% | -6.1% |
| 30D | +0.3% | -10.4% | +10.7% | +2.4% |
| 3M | -9.1% | -28.5% | +19.3% | -4.0% |
| 6M | -37.3% | -6.8% | -30.5% | -39.1% |
| YTD | -54.9% | +39.5% | -94.4% | -61.4% |
| 1Y | -65.5% | +3.4% | -68.9% | -68.2% |
| 3Y | -63.3% | +65.1% | -128.4% | -71.4% |
| 5Y | -65.8% | -57.1% | -8.7% | -62.9% |
| 10Y | +40.1% | +432.5% | -392.4% | -33.4% |
| All | +40.1% | +422.3% | -382.1% | -33.4% |
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