+108.7%
SPG vs GNRC
-60.2%
+168.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.6% | +0.5% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -5.8% | -15.8% | +10.1% | -3.1% |
| 3M | -2.8% | -24.0% | +21.2% | +1.0% |
| 6M | +8.9% | -13.8% | +22.7% | +9.5% |
| YTD | +14.3% | +33.2% | -18.9% | +4.9% |
| 1Y | +19.5% | -1.8% | +21.3% | +15.6% |
| 3Y | +106.9% | +57.7% | +49.1% | +76.0% |
| 5Y | +108.7% | -59.7% | +168.5% | +100.8% |
| All | +108.7% | -60.2% | +168.9% | +100.8% |
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 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