+1,817.6%
SMH vs GNRC
+448.8%
+1,368.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.5% | +0.4% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -2.8% | -15.7% | +12.9% | +3.6% |
| 3M | -6.7% | -27.3% | +20.6% | +5.1% |
| 6M | +41.8% | -12.1% | +53.8% | +48.0% |
| YTD | +57.9% | +37.1% | +20.7% | +38.4% |
| 1Y | +87.6% | -0.5% | +88.1% | +83.3% |
| 3Y | +282.9% | +61.5% | +221.4% | +198.9% |
| 5Y | +330.4% | -58.6% | +389.0% | +428.7% |
| All | +1,817.6% | +448.8% | +1,368.8% | +689.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling