+44.4%
SITM vs GNRC
+17.5%
+26.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.5% | +0.2% | -3.4% |
| 7D | -19.5% | -6.0% | -13.6% | -16.2% |
| 30D | -43.2% | -12.0% | -31.2% | -38.3% |
| 3M | -30.8% | -13.4% | -17.4% | -24.7% |
| 6M | -28.6% | -26.4% | -2.2% | -13.7% |
| YTD | +14.2% | +38.8% | -24.6% | +9.4% |
| 1Y | +44.4% | +20.9% | +23.5% | +50.8% |
| All | +44.4% | +17.5% | +26.8% | +50.8% |
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 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