+20.9%
GNRC vs CLBK
+65.7%
-44.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.9% | -10.4% | -9.9% |
| 7D | -6.0% | +4.6% | -10.6% | -7.6% |
| 30D | -12.0% | -1.5% | -10.5% | -11.5% |
| 3M | -13.4% | +4.4% | -17.8% | -14.8% |
| 6M | -26.4% | +31.7% | -58.0% | -35.7% |
| YTD | +38.8% | +58.7% | -19.9% | +5.8% |
| 1Y | +20.9% | +64.9% | -44.0% | -11.8% |
| All | +20.9% | +65.7% | -44.8% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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