+2,154.8%
GNRC vs CAPR
-98.4%
+2,253.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.8% | -0.9% |
| 7D | +7.9% | +5.9% | +2.0% | +7.7% |
| 30D | -3.7% | +44.6% | -48.3% | -4.7% |
| 3M | -11.9% | +126.4% | -138.3% | -14.2% |
| 6M | -28.6% | -68.6% | +40.0% | -28.0% |
| YTD | +39.9% | -67.0% | +106.9% | +40.6% |
| 1Y | +23.4% | +65.2% | -41.8% | +12.9% |
| 3Y | +84.2% | +235.6% | -151.3% | +60.5% |
| 5Y | -57.3% | +175.4% | -232.7% | -63.0% |
| 10Y | +376.8% | -65.0% | +441.8% | +295.2% |
| All | +2,154.8% | -98.4% | +2,253.2% | +1,804.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling