+562.3%
SAP vs GNRC
+2,087.1%
-1,524.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.3% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | +9.0% | -13.8% | +22.8% | +11.6% |
| 3M | +14.9% | -32.6% | +47.6% | +21.7% |
| 6M | +11.9% | -15.2% | +27.1% | +12.2% |
| YTD | -9.9% | +37.4% | -47.3% | -18.6% |
| 1Y | -19.5% | +5.1% | -24.7% | -23.8% |
| 3Y | +61.8% | +57.5% | +4.3% | +37.1% |
| 5Y | +56.2% | -58.7% | +114.9% | +63.3% |
| 10Y | +180.6% | +395.5% | -214.9% | +68.5% |
| All | +562.3% | +2,087.1% | -1,524.8% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling