+1.5%
SMR vs GNRC
-42.2%
+43.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -4.5% |
| 7D | +4.7% | -0.7% | +5.5% | +5.2% |
| 30D | +3.2% | -15.8% | +19.1% | +10.7% |
| 3M | +9.9% | -24.0% | +33.9% | +22.4% |
| 6M | -15.1% | -13.8% | -1.3% | -10.6% |
| YTD | -27.9% | +33.2% | -61.2% | -37.0% |
| 1Y | -70.2% | -1.8% | -68.4% | -70.4% |
| 3Y | +72.5% | +57.7% | +14.7% | +50.6% |
| All | +1.5% | -42.2% | +43.7% | -6.2% |
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