+691.9%
CSGP vs GNRC
+2,103.5%
-1,411.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +0.8% |
| 7D | -1.8% | -6.6% | +4.8% | -0.8% |
| 30D | +5.3% | -16.1% | +21.4% | +8.4% |
| 3M | +3.3% | -11.1% | +14.4% | +3.9% |
| 6M | -4.7% | -29.9% | +25.3% | -0.9% |
| YTD | -53.5% | +38.4% | -91.9% | -60.4% |
| 1Y | -53.7% | +21.5% | -75.3% | -59.4% |
| 3Y | -59.7% | +83.5% | -143.3% | -69.3% |
| 5Y | -62.5% | -57.1% | -5.4% | -60.8% |
| 10Y | +67.3% | +372.1% | -304.8% | -11.5% |
| All | +691.9% | +2,103.5% | -1,411.6% | +168.3% |
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