-59.7%
GNRC vs CPB
-40.6%
-19.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -2.8% |
| 7D | -0.7% | -5.4% | +4.6% | -1.1% |
| 30D | -15.8% | -7.8% | -8.0% | -16.2% |
| 3M | -24.0% | -6.9% | -17.1% | -24.1% |
| 6M | -13.8% | -12.2% | -1.6% | -13.9% |
| YTD | +33.2% | -21.1% | +54.3% | +32.8% |
| 1Y | -1.8% | -33.5% | +31.7% | -2.2% |
| 3Y | +57.7% | -43.2% | +100.9% | +56.0% |
| 5Y | -59.7% | -40.9% | -18.9% | -56.7% |
| All | -59.7% | -40.6% | -19.1% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling