+5.1%
GNRC vs SM
+36.8%
-31.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.2% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | -13.8% | +25.6% | -39.4% | -12.8% |
| 3M | -32.6% | +8.0% | -40.7% | -31.3% |
| 6M | -15.2% | +50.8% | -66.0% | -16.7% |
| YTD | +37.4% | +97.9% | -60.5% | +29.1% |
| 1Y | +5.1% | +33.8% | -28.7% | -3.4% |
| All | +5.1% | +36.8% | -31.6% | -3.4% |
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