-14.4%
SMR vs GNRC
-40.5%
+26.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.9% | -18.6% | -16.9% |
| 7D | -11.2% | -0.2% | -11.0% | -11.3% |
| 30D | -10.2% | -15.7% | +5.5% | -3.9% |
| 3M | -10.0% | -27.3% | +17.3% | +1.9% |
| 6M | -30.5% | -12.1% | -18.4% | -27.5% |
| YTD | -39.2% | +37.1% | -76.4% | -47.7% |
| 1Y | -75.5% | -0.5% | -75.1% | -75.9% |
| 3Y | +45.4% | +61.5% | -16.1% | +25.3% |
| All | -14.4% | -40.5% | +26.1% | -22.1% |
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