-5.9%
SAP vs GNRC
+17.5%
-23.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.5% | +13.8% | +3.0% |
| 7D | +1.3% | -6.0% | +7.3% | +0.6% |
| 30D | +15.5% | -12.0% | +27.6% | +14.0% |
| 3M | +22.8% | -13.4% | +36.2% | +20.9% |
| 6M | +42.5% | -26.4% | +68.8% | +37.3% |
| YTD | +0.5% | +38.8% | -38.3% | -6.9% |
| 1Y | -5.9% | +20.9% | -26.8% | -10.9% |
| All | -5.9% | +17.5% | -23.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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