+5.1%
GNRC vs SSNC
-3.0%
+8.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.1% |
| 7D | +1.9% | +0.6% | +1.3% | +2.1% |
| 30D | -13.8% | +6.0% | -19.9% | -12.7% |
| 3M | -32.6% | +21.0% | -53.6% | -28.1% |
| 6M | -15.2% | +12.1% | -27.3% | -8.4% |
| YTD | +37.4% | -3.2% | +40.6% | +56.4% |
| 1Y | +5.1% | -4.4% | +9.5% | +22.9% |
| All | +5.1% | -3.0% | +8.1% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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