+2,148.2%
GNRC vs COO
+638.9%
+1,509.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.3% | +2.9% |
| 7D | +4.8% | -2.3% | +7.1% | +6.0% |
| 30D | -10.4% | -8.8% | -1.6% | -6.2% |
| 3M | -28.5% | +1.3% | -29.8% | -29.5% |
| 6M | -6.8% | -11.6% | +4.8% | -2.2% |
| YTD | +39.5% | -17.4% | +56.9% | +51.9% |
| 1Y | +3.4% | -1.6% | +5.0% | +2.1% |
| 3Y | +65.1% | -22.6% | +87.8% | +77.6% |
| 5Y | -57.1% | -40.3% | -16.7% | -47.0% |
| 10Y | +432.5% | +45.2% | +387.3% | +319.2% |
| All | +2,148.2% | +638.9% | +1,509.3% | +603.2% |
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