+8.3%
GNRC vs SNY
+1.8%
+6.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.2% | -7.8% | -9.1% |
| 7D | -15.3% | +8.8% | -24.0% | -14.7% |
| 30D | -22.9% | +18.6% | -41.5% | -22.3% |
| 3M | -20.7% | +9.7% | -30.4% | -19.8% |
| 6M | -34.6% | +8.2% | -42.8% | -33.5% |
| YTD | +26.4% | +2.2% | +24.2% | +29.2% |
| 1Y | +8.3% | +1.0% | +7.2% | +11.1% |
| All | +8.3% | +1.8% | +6.4% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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