-56.1%
GNRC vs CPB
-33.2%
-22.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.4% |
| 6M | -28.6% | +15.2% | -43.9% | -27.9% |
| YTD | +39.9% | -13.1% | +53.0% | +41.4% |
| 1Y | +23.4% | -22.4% | +45.8% | +25.0% |
| 3Y | +84.2% | -35.3% | +119.6% | +86.5% |
| All | -56.1% | -33.2% | -22.8% | -53.7% |
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