+2,148.2%
GNRC vs SM
+34.1%
+2,114.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +1.1% |
| 7D | +4.8% | -0.2% | +5.0% | +4.8% |
| 30D | -10.4% | +31.5% | -41.9% | -13.6% |
| 3M | -28.5% | +17.3% | -45.8% | -30.5% |
| 6M | -6.8% | +48.5% | -55.3% | -12.8% |
| YTD | +39.5% | +106.3% | -66.8% | +24.5% |
| 1Y | +3.4% | +47.3% | -43.9% | -3.9% |
| 3Y | +65.1% | -1.4% | +66.6% | +59.1% |
| 5Y | -57.1% | +114.0% | -171.1% | -63.0% |
| 10Y | +432.5% | +12.5% | +420.0% | +292.0% |
| All | +2,148.2% | +34.1% | +2,114.0% | +1,267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling