+2,148.2%
GNRC vs CRL
+682.7%
+1,465.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.7% |
| 7D | +4.8% | -0.6% | +5.4% | +5.0% |
| 30D | -10.4% | +5.0% | -15.3% | -12.4% |
| 3M | -28.5% | +50.6% | -79.1% | -41.3% |
| 6M | -6.8% | +60.9% | -67.7% | -27.3% |
| YTD | +39.5% | +40.7% | -1.3% | +14.3% |
| 1Y | +3.4% | +73.3% | -69.9% | -23.9% |
| 3Y | +65.1% | +40.6% | +24.6% | +23.5% |
| 5Y | -57.1% | -37.0% | -20.1% | -53.0% |
| 10Y | +432.5% | +244.3% | +188.2% | +172.2% |
| All | +2,148.2% | +682.7% | +1,465.5% | +695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling