+47.4%
SGI vs GNRC
-58.7%
+106.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.1% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | +4.2% | -15.7% | +19.9% | +9.3% |
| 3M | -7.4% | -27.3% | +19.9% | +0.7% |
| 6M | -15.1% | -12.1% | -3.0% | -13.8% |
| YTD | -24.7% | +37.1% | -61.8% | -34.5% |
| 1Y | -21.8% | -0.5% | -21.3% | -25.3% |
| 3Y | +50.0% | +61.5% | -11.5% | +16.9% |
| All | +47.4% | -58.7% | +106.1% | +55.3% |
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