+2,148.2%
GNRC vs CPB
+11.8%
+2,136.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.3% |
| 7D | +4.8% | -8.2% | +13.1% | +6.1% |
| 30D | -10.4% | -5.6% | -4.8% | -9.7% |
| 3M | -28.5% | +3.0% | -31.4% | -29.3% |
| 6M | -6.8% | -12.7% | +5.9% | -5.3% |
| YTD | +39.5% | -18.0% | +57.5% | +42.8% |
| 1Y | +3.4% | -31.7% | +35.1% | +9.3% |
| 3Y | +65.1% | -41.0% | +106.1% | +77.1% |
| 5Y | -57.1% | -38.4% | -18.7% | -55.4% |
| 10Y | +432.5% | -45.0% | +477.5% | +455.8% |
| All | +2,148.2% | +11.8% | +2,136.4% | +1,462.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling