+20.9%
GNRC vs CRL
+85.3%
-64.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.3% | -2.3% | -8.2% |
| 7D | -6.0% | -12.8% | +6.8% | -3.8% |
| 30D | -12.0% | +5.0% | -17.0% | -12.3% |
| 3M | -13.4% | +39.4% | -52.8% | -16.1% |
| 6M | -26.4% | +89.4% | -115.7% | -30.8% |
| YTD | +38.8% | +63.6% | -24.7% | +32.6% |
| 1Y | +20.9% | +83.5% | -62.6% | +10.2% |
| All | +20.9% | +85.3% | -64.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling