+20.9%
GNRC vs SM
+70.4%
-49.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -15.3% | +5.8% | -10.4% |
| 7D | -6.0% | -21.5% | +15.5% | -7.7% |
| 30D | -12.0% | -11.4% | -0.6% | -12.4% |
| 3M | -13.4% | +0.6% | -14.0% | -12.8% |
| 6M | -26.4% | +0.2% | -26.6% | -25.1% |
| YTD | +38.8% | +69.7% | -30.8% | +26.8% |
| 1Y | +20.9% | +71.6% | -50.7% | +11.7% |
| All | +20.9% | +70.4% | -49.5% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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