+59.1%
SO vs GNRC
-60.2%
+119.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.6% |
| 7D | -1.1% | -0.7% | -0.4% | -1.1% |
| 30D | -3.7% | -15.8% | +12.1% | -3.1% |
| 3M | -5.9% | -24.0% | +18.1% | -5.1% |
| 6M | -7.3% | -13.8% | +6.4% | -7.3% |
| YTD | +3.1% | +33.2% | -30.1% | +0.7% |
| 1Y | -1.0% | -1.8% | +0.8% | -1.9% |
| 3Y | +43.2% | +57.7% | -14.5% | +35.9% |
| 5Y | +59.1% | -59.7% | +118.9% | +48.7% |
| All | +59.1% | -60.2% | +119.3% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling