-57.4%
GNRC vs SFM
+213.6%
-271.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.8% |
| 7D | -0.2% | -10.6% | +10.4% | +1.5% |
| 30D | -15.7% | -15.5% | -0.3% | -13.6% |
| 3M | -27.3% | -17.4% | -9.9% | -25.5% |
| 6M | -12.1% | -3.4% | -8.6% | -13.0% |
| YTD | +37.1% | -8.7% | +45.8% | +36.6% |
| 1Y | -0.5% | -47.2% | +46.7% | +10.0% |
| 3Y | +61.5% | +82.7% | -21.2% | +37.3% |
| All | -57.4% | +213.6% | -271.0% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling