+61.5%
GNRC vs SM
-0.9%
+62.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -0.2% | +4.6% | -4.7% | -0.9% |
| 30D | -15.7% | +18.2% | -33.9% | -18.2% |
| 3M | -27.3% | +22.5% | -49.9% | -30.2% |
| 6M | -12.1% | +50.6% | -62.6% | -21.2% |
| YTD | +37.1% | +108.1% | -71.0% | +11.9% |
| 1Y | -0.5% | +46.0% | -46.5% | -11.2% |
| 3Y | +61.5% | +2.9% | +58.6% | +50.7% |
| All | +61.5% | -0.9% | +62.4% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling