+435.3%
GNRC vs CAPR
-78.4%
+513.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.9% |
| 7D | -0.2% | -11.0% | +10.8% | +0.1% |
| 30D | -15.7% | +99.8% | -115.5% | -17.8% |
| 3M | -27.3% | -66.6% | +39.2% | -26.5% |
| 6M | -12.1% | -75.1% | +63.0% | -10.4% |
| YTD | +37.1% | -71.0% | +108.1% | +38.8% |
| 1Y | -0.5% | +30.0% | -30.4% | -9.7% |
| 3Y | +61.5% | +29.0% | +32.6% | +40.0% |
| 5Y | -58.6% | +70.8% | -129.4% | -64.9% |
| All | +435.3% | -78.4% | +513.8% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling