+30.8%
CVS vs GNRC
+0.9%
+29.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -0.1% | -15.7% | +15.7% | +1.1% |
| 3M | -5.2% | -27.3% | +22.1% | -3.3% |
| 6M | +26.9% | -12.1% | +38.9% | +26.0% |
| YTD | +22.1% | +37.1% | -15.1% | +14.5% |
| 1Y | +30.8% | -0.5% | +31.3% | +28.0% |
| All | +30.8% | +0.9% | +29.9% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling