+56.2%
SAP vs GNRC
-58.2%
+114.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.9% |
| 7D | -0.3% | +3.2% | -3.4% | -0.7% |
| 30D | +0.3% | -9.5% | +9.8% | +1.4% |
| 3M | +16.9% | -28.5% | +45.4% | +20.9% |
| 6M | +6.3% | -10.0% | +16.3% | +5.1% |
| YTD | -12.4% | +36.7% | -49.2% | -20.3% |
| 1Y | -21.6% | +2.6% | -24.2% | -25.3% |
| 3Y | +54.8% | +61.9% | -7.1% | +31.3% |
| 5Y | +56.2% | -59.0% | +115.2% | +53.2% |
| All | +56.2% | -58.2% | +114.3% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling