+56.9%
GNRC vs SFM
+80.7%
-23.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.3% | -2.4% |
| 7D | -0.7% | -8.8% | +8.0% | +0.3% |
| 30D | -15.8% | -14.5% | -1.4% | -14.3% |
| 3M | -24.0% | -16.8% | -7.2% | -22.6% |
| 6M | -13.8% | -5.3% | -8.4% | -14.5% |
| YTD | +33.2% | -9.4% | +42.6% | +32.8% |
| 1Y | -1.8% | -46.2% | +44.4% | +8.0% |
| All | +56.9% | +80.7% | -23.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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