+435.3%
GNRC vs SSNC
+173.6%
+261.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.0% |
| 7D | -0.2% | -4.0% | +3.8% | +2.0% |
| 30D | -15.7% | +0.5% | -16.3% | -16.2% |
| 3M | -27.3% | +18.9% | -46.3% | -35.4% |
| 6M | -12.1% | +10.8% | -22.9% | -19.3% |
| YTD | +37.1% | -7.1% | +44.3% | +38.6% |
| 1Y | -0.5% | -9.6% | +9.1% | +2.2% |
| 3Y | +61.5% | +51.1% | +10.5% | +21.0% |
| 5Y | -58.6% | +19.7% | -78.2% | -64.2% |
| All | +435.3% | +173.6% | +261.8% | +237.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling