+2,104.1%
GNRC vs SPY
+855.9%
+1,248.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.3% |
| 7D | +3.2% | -0.4% | +3.5% | +3.6% |
| 30D | -9.5% | -1.4% | -8.1% | -7.9% |
| 3M | -28.5% | +3.7% | -32.3% | -31.6% |
| 6M | -10.0% | +13.0% | -23.0% | -22.8% |
| YTD | +36.7% | +12.4% | +24.3% | +18.4% |
| 1Y | +2.6% | +18.5% | -16.0% | -16.7% |
| 3Y | +61.9% | +77.6% | -15.7% | -22.5% |
| 5Y | -59.0% | +81.7% | -140.7% | -79.7% |
| 10Y | +444.8% | +319.7% | +125.1% | 0.0% |
| All | +2,104.1% | +855.9% | +1,248.2% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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