+216.7%
CTVA vs GNRC
+229.2%
-12.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.2% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | +11.3% | -15.7% | +27.1% | +14.5% |
| 3M | +12.3% | -27.3% | +39.6% | +18.0% |
| 6M | +7.2% | -12.1% | +19.2% | +7.7% |
| YTD | +26.0% | +37.1% | -11.1% | +15.3% |
| 1Y | +16.0% | -0.5% | +16.5% | +12.3% |
| 3Y | +73.9% | +61.5% | +12.4% | +48.5% |
| 5Y | +103.8% | -58.6% | +162.4% | +129.3% |
| All | +216.7% | +229.2% | -12.5% | +28.4% |
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