-0.5%
GNRC vs SSNC
-8.1%
+7.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +3.3% |
| 7D | -0.2% | -4.0% | +3.8% | -1.1% |
| 30D | -15.7% | +0.5% | -16.3% | -15.6% |
| 3M | -27.3% | +18.9% | -46.3% | -23.0% |
| 6M | -12.1% | +10.8% | -22.9% | -6.1% |
| YTD | +37.1% | -7.1% | +44.3% | +54.6% |
| 1Y | -0.5% | -9.6% | +9.1% | +14.4% |
| All | -0.5% | -8.1% | +7.7% | +14.4% |
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