+300.3%
GNRC vs CLBK
+64.7%
+235.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.4% |
| 7D | +3.2% | -1.5% | +4.6% | +3.8% |
| 30D | -9.5% | +6.7% | -16.2% | -12.1% |
| 3M | -28.5% | +21.2% | -49.7% | -34.9% |
| 6M | -10.0% | +42.0% | -51.9% | -23.8% |
| YTD | +36.7% | +63.3% | -26.5% | +8.4% |
| 1Y | +2.6% | +65.4% | -62.8% | -19.6% |
| 3Y | +61.9% | +52.5% | +9.4% | +28.4% |
| 5Y | -59.0% | +42.0% | -101.0% | -68.8% |
| All | +300.3% | +64.7% | +235.5% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling