+337.8%
GNRC vs SFM
+117.5%
+220.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +2.6% |
| 7D | +4.8% | -5.8% | +10.7% | +5.8% |
| 30D | -10.4% | -11.4% | +1.0% | -8.7% |
| 3M | -28.5% | -12.2% | -16.3% | -27.4% |
| 6M | -6.8% | -5.2% | -1.6% | -7.2% |
| YTD | +39.5% | -4.5% | +43.9% | +38.1% |
| 1Y | +3.4% | -45.4% | +48.8% | +12.4% |
| 3Y | +65.1% | +91.1% | -25.9% | +42.4% |
| 5Y | -57.1% | +226.8% | -283.9% | -66.8% |
| 10Y | +432.5% | +291.9% | +140.6% | +276.0% |
| All | +337.8% | +117.5% | +220.3% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling