+2,154.8%
GNRC vs COO
+583.9%
+1,570.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | +7.9% | +0.5% | +7.4% | +7.7% |
| 30D | -3.7% | +14.2% | -17.8% | -10.5% |
| 3M | -11.9% | -18.2% | +6.3% | -4.4% |
| 6M | -28.6% | +5.3% | -34.0% | -33.0% |
| YTD | +39.9% | -23.6% | +63.5% | +55.6% |
| 1Y | +23.4% | -12.7% | +36.1% | +27.5% |
| 3Y | +84.2% | -24.2% | +108.4% | +95.9% |
| 5Y | -57.3% | -40.0% | -17.3% | -48.2% |
| 10Y | +376.8% | +41.6% | +335.2% | +274.5% |
| All | +2,154.8% | +583.9% | +1,570.9% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling