+84.2%
GNRC vs CPB
-35.1%
+119.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -0.8% |
| 7D | +7.9% | -1.6% | +9.5% | +7.8% |
| 30D | -3.7% | +19.2% | -22.9% | -2.2% |
| 3M | -11.9% | -0.9% | -11.0% | -11.2% |
| 6M | -28.6% | +15.2% | -43.9% | -28.2% |
| YTD | +39.9% | -13.1% | +53.0% | +42.8% |
| 1Y | +23.4% | -22.4% | +45.8% | +27.4% |
| 3Y | +84.2% | -35.3% | +119.6% | +89.5% |
| All | +84.2% | -35.1% | +119.3% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling