+61.1%
GNRC vs CAPR
+36.9%
+24.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | -1.9% |
| 7D | +3.2% | -12.6% | +15.8% | +3.4% |
| 30D | -9.5% | +124.4% | -133.9% | -11.2% |
| 3M | -28.5% | -66.8% | +38.2% | -28.0% |
| 6M | -10.0% | -71.8% | +61.8% | -9.1% |
| YTD | +36.7% | -70.1% | +106.8% | +37.7% |
| 1Y | +2.6% | +33.3% | -30.8% | -4.0% |
| All | +61.1% | +36.9% | +24.2% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling