+597.0%
SE vs GNRC
+281.6%
+315.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.4% |
| 7D | +0.6% | +4.8% | -4.2% | -1.5% |
| 30D | -0.1% | -10.4% | +10.3% | +4.5% |
| 3M | +34.1% | -28.5% | +62.6% | +51.5% |
| 6M | +23.2% | -6.8% | +30.0% | +20.1% |
| YTD | -11.2% | +39.5% | -50.6% | -29.9% |
| 1Y | -40.5% | +3.4% | -43.9% | -46.8% |
| 3Y | +196.3% | +65.1% | +131.1% | +90.1% |
| 5Y | -67.0% | -57.1% | -10.0% | -58.4% |
| All | +597.0% | +281.6% | +315.4% | +189.8% |
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