+55.4%
CVS vs GNRC
+57.0%
-1.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.2% |
| 7D | -2.0% | -0.7% | -1.2% | -1.9% |
| 30D | +1.9% | -15.8% | +17.8% | +3.9% |
| 3M | -2.2% | -24.0% | +21.8% | +0.4% |
| 6M | +26.7% | -13.8% | +40.5% | +26.9% |
| YTD | +22.9% | +33.2% | -10.3% | +14.8% |
| 1Y | +32.9% | -1.8% | +34.7% | +29.5% |
| All | +55.4% | +57.0% | -1.6% | +40.7% |
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