+2,110.1%
GNRC vs SNY
+139.5%
+1,970.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.2% | -3.3% | +3.1% | +1.1% |
| 30D | -15.7% | -2.2% | -13.6% | -15.1% |
| 3M | -27.3% | -3.0% | -24.3% | -26.9% |
| 6M | -12.1% | +2.7% | -14.8% | -13.7% |
| YTD | +37.1% | -6.8% | +44.0% | +39.5% |
| 1Y | -0.5% | -5.3% | +4.8% | +0.2% |
| 3Y | +61.5% | -9.8% | +71.3% | +59.8% |
| 5Y | -58.6% | +9.7% | -68.2% | -63.2% |
| 10Y | +446.3% | +64.5% | +381.8% | +287.4% |
| All | +2,110.1% | +139.5% | +1,970.6% | +1,056.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling