+61.5%
GNRC vs CLBK
+52.2%
+9.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | -0.2% | -1.5% | +1.3% | +0.4% |
| 30D | -15.7% | -1.0% | -14.7% | -15.4% |
| 3M | -27.3% | +22.9% | -50.3% | -34.0% |
| 6M | -12.1% | +44.2% | -56.3% | -25.8% |
| YTD | +37.1% | +64.0% | -26.9% | +8.8% |
| 1Y | -0.5% | +65.7% | -66.1% | -21.7% |
| 3Y | +61.5% | +54.1% | +7.5% | +25.7% |
| All | +61.5% | +52.2% | +9.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling