+171.3%
SAP vs GNRC
+433.2%
-261.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.1% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -1.8% | -15.8% | +14.1% | +1.0% |
| 3M | +20.9% | -24.0% | +45.0% | +25.1% |
| 6M | +7.0% | -13.8% | +20.8% | +6.7% |
| YTD | -13.7% | +33.2% | -47.0% | -22.3% |
| 1Y | -19.6% | -1.8% | -17.8% | -23.2% |
| 3Y | +52.4% | +57.7% | -5.3% | +26.8% |
| 5Y | +54.4% | -59.7% | +114.2% | +66.0% |
| All | +171.3% | +433.2% | -261.9% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling