+61.5%
GNRC vs SNY
-9.6%
+71.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.2% | -3.3% | +3.1% | +0.2% |
| 30D | -15.7% | -2.2% | -13.6% | -15.5% |
| 3M | -27.3% | -3.0% | -24.3% | -27.1% |
| 6M | -12.1% | +2.7% | -14.8% | -12.5% |
| YTD | +37.1% | -6.8% | +44.0% | +38.2% |
| 1Y | -0.5% | -5.3% | +4.8% | -0.1% |
| 3Y | +61.5% | -9.8% | +71.3% | +57.9% |
| All | +61.5% | -9.6% | +71.1% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling