-57.4%
GNRC vs SNY
+9.4%
-66.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.2% | -3.3% | +3.1% | +0.5% |
| 30D | -15.7% | -2.2% | -13.6% | -15.4% |
| 3M | -27.3% | -3.0% | -24.3% | -27.0% |
| 6M | -12.1% | +2.7% | -14.8% | -12.9% |
| YTD | +37.1% | -6.8% | +44.0% | +38.6% |
| 1Y | -0.5% | -5.3% | +4.8% | 0.0% |
| 3Y | +61.5% | -9.8% | +71.3% | +60.9% |
| All | -57.4% | +9.4% | -66.8% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling