+420.1%
GNRC vs COO
+17.5%
+402.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -14.7% | +12.1% | +5.1% |
| 7D | -0.7% | -23.3% | +22.6% | +13.2% |
| 30D | -15.8% | -29.5% | +13.6% | +0.3% |
| 3M | -24.0% | -20.0% | -4.0% | -16.0% |
| 6M | -13.8% | -27.2% | +13.4% | -0.3% |
| YTD | +33.2% | -33.9% | +67.1% | +62.9% |
| 1Y | -1.8% | -19.9% | +18.1% | +7.1% |
| 3Y | +57.7% | -38.1% | +95.8% | +89.4% |
| 5Y | -59.7% | -52.0% | -7.8% | -44.9% |
| All | +420.1% | +17.5% | +402.6% | +429.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling