-12.1%
SGI vs GNRC
+17.5%
-29.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -9.5% | +16.4% | +7.9% |
| 7D | +12.1% | -6.0% | +18.0% | +12.6% |
| 30D | +12.1% | -12.0% | +24.1% | +13.5% |
| 3M | +0.4% | -13.4% | +13.8% | +1.8% |
| 6M | -4.0% | -26.4% | +22.3% | -0.8% |
| YTD | -21.2% | +38.8% | -60.1% | -26.2% |
| 1Y | -12.1% | +20.9% | -33.0% | -15.9% |
| All | -12.1% | +17.5% | -29.6% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling