+8.3%
GNRC vs SARO
-6.5%
+14.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.6% | -7.4% | -8.4% |
| 7D | -15.3% | +6.3% | -21.6% | -17.1% |
| 30D | -22.9% | +20.8% | -43.8% | -28.2% |
| 3M | -20.7% | -18.4% | -2.3% | -13.6% |
| 6M | -34.6% | +0.8% | -35.4% | -35.4% |
| YTD | +26.4% | -11.8% | +38.2% | +28.1% |
| 1Y | +8.3% | -7.3% | +15.6% | +5.5% |
| All | +8.3% | -6.5% | +14.8% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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