+61.5%
GNRC vs CRL
+38.6%
+22.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.4% |
| 7D | -0.2% | -3.5% | +3.4% | +0.8% |
| 30D | -15.7% | -2.1% | -13.6% | -15.3% |
| 3M | -27.3% | +48.0% | -75.3% | -35.1% |
| 6M | -12.1% | +64.7% | -76.8% | -24.7% |
| YTD | +37.1% | +39.5% | -2.4% | +22.8% |
| 1Y | -0.5% | +74.2% | -74.7% | -17.6% |
| 3Y | +61.5% | +39.4% | +22.2% | +31.6% |
| All | +61.5% | +38.6% | +22.9% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling