+2,114.4%
GNRC vs CAPR
-98.4%
+2,212.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | +1.9% | -2.0% | +3.9% | +2.0% |
| 30D | -13.8% | +139.2% | -153.0% | -16.0% |
| 3M | -32.6% | -66.4% | +33.7% | -32.0% |
| 6M | -15.2% | -63.1% | +48.0% | -14.7% |
| YTD | +37.4% | -67.4% | +104.8% | +38.4% |
| 1Y | +5.1% | +58.2% | -53.1% | -3.7% |
| 3Y | +57.5% | +42.2% | +15.3% | +40.2% |
| 5Y | -58.7% | +87.3% | -146.0% | -63.8% |
| 10Y | +395.5% | -75.3% | +470.8% | +313.2% |
| All | +2,114.4% | -98.4% | +2,212.8% | +1,774.4% |
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 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