-66.9%
SE vs GNRC
-60.2%
-6.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.6% | +0.1% |
| 7D | -4.8% | -0.7% | -4.0% | -4.5% |
| 30D | -18.1% | -15.8% | -2.3% | -12.6% |
| 3M | +30.6% | -24.0% | +54.7% | +42.6% |
| 6M | +20.8% | -13.8% | +34.6% | +21.7% |
| YTD | -15.6% | +33.2% | -48.8% | -31.6% |
| 1Y | -44.2% | -1.8% | -42.4% | -48.8% |
| 3Y | +181.5% | +57.7% | +123.8% | +84.5% |
| 5Y | -66.9% | -59.7% | -7.2% | -51.7% |
| All | -66.9% | -60.2% | -6.8% | -51.7% |
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