-59.7%
GNRC vs CAPR
+66.0%
-125.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.4% | -2.5% |
| 7D | -0.7% | -10.6% | +9.8% | -0.4% |
| 30D | -15.8% | +111.2% | -127.0% | -18.1% |
| 3M | -24.0% | -67.2% | +43.2% | -23.0% |
| 6M | -13.8% | -75.1% | +61.4% | -12.1% |
| YTD | +33.2% | -71.2% | +104.5% | +35.0% |
| 1Y | -1.8% | +31.1% | -32.9% | -12.5% |
| 3Y | +57.7% | +31.3% | +26.4% | +15.0% |
| 5Y | -59.7% | +69.4% | -129.1% | -75.4% |
| All | -59.7% | +66.0% | -125.7% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling