-58.7%
GNRC vs COO
-43.5%
-15.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.2% | +4.3% | +1.6% |
| 7D | +3.2% | -9.0% | +12.1% | +8.7% |
| 30D | -9.5% | -16.8% | +7.3% | +0.4% |
| 3M | -28.5% | -7.5% | -21.1% | -26.1% |
| 6M | -10.0% | -16.3% | +6.3% | -1.5% |
| YTD | +36.7% | -22.5% | +59.3% | +57.6% |
| 1Y | +2.6% | -7.0% | +9.6% | +4.2% |
| 3Y | +61.9% | -27.5% | +89.4% | +78.4% |
| All | -58.7% | -43.5% | -15.2% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling