+435.3%
GNRC vs CRL
+256.1%
+179.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.0% |
| 7D | -0.2% | -3.5% | +3.4% | +1.5% |
| 30D | -15.7% | -2.1% | -13.6% | -15.0% |
| 3M | -27.3% | +48.0% | -75.3% | -40.4% |
| 6M | -12.1% | +64.7% | -76.8% | -32.9% |
| YTD | +37.1% | +39.5% | -2.4% | +11.8% |
| 1Y | -0.5% | +74.2% | -74.7% | -28.2% |
| 3Y | +61.5% | +39.4% | +22.2% | +18.7% |
| 5Y | -58.6% | -36.9% | -21.7% | -53.2% |
| All | +435.3% | +256.1% | +179.3% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling