-0.5%
GNRC vs CAPR
+37.0%
-37.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -16.3% |
| 3M | -27.3% | -66.6% | +39.2% | -27.1% |
| 6M | -12.1% | -75.1% | +63.0% | -11.7% |
| YTD | +37.1% | -71.0% | +108.1% | +37.5% |
| 1Y | -0.5% | +30.0% | -30.4% | -1.9% |
| All | -0.5% | +37.0% | -37.5% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling