-59.7%
GNRC vs CRL
-38.6%
-21.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.8% |
| 7D | -0.7% | -6.9% | +6.2% | +2.3% |
| 30D | -15.8% | -3.2% | -12.6% | -14.8% |
| 3M | -24.0% | +46.5% | -70.6% | -36.3% |
| 6M | -13.8% | +63.1% | -76.9% | -32.4% |
| YTD | +33.2% | +36.9% | -3.6% | +11.8% |
| 1Y | -1.8% | +78.1% | -79.9% | -28.2% |
| 3Y | +57.7% | +36.7% | +21.0% | +19.5% |
| 5Y | -59.7% | -38.1% | -21.7% | -53.4% |
| All | -59.7% | -38.6% | -21.1% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling