+992.2%
SGI vs GNRC
+2,120.5%
-1,128.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.9% |
| 7D | +9.3% | +4.8% | +4.4% | +7.6% |
| 30D | +6.9% | -10.4% | +17.3% | +10.4% |
| 3M | +2.8% | -28.5% | +31.3% | +13.3% |
| 6M | -12.6% | -6.8% | -5.8% | -12.8% |
| YTD | -21.5% | +39.5% | -61.0% | -32.7% |
| 1Y | -18.8% | +3.4% | -22.1% | -23.8% |
| 3Y | +60.8% | +65.1% | -4.3% | +23.2% |
| 5Y | +60.0% | -57.1% | +117.1% | +79.9% |
| 10Y | +267.8% | +432.5% | -164.7% | +81.3% |
| All | +992.2% | +2,120.5% | -1,128.3% | +232.3% |
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 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