+522.5%
SPG vs GNRC
+2,077.0%
-1,554.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -2.0% |
| 7D | -1.7% | +3.2% | -4.8% | -2.3% |
| 30D | -6.3% | -9.5% | +3.2% | -4.6% |
| 3M | -2.4% | -28.5% | +26.1% | +3.2% |
| 6M | +9.6% | -10.0% | +19.6% | +9.6% |
| YTD | +14.2% | +36.7% | -22.5% | +3.8% |
| 1Y | +19.3% | +2.6% | +16.7% | +14.2% |
| 3Y | +106.7% | +61.9% | +44.8% | +74.6% |
| 5Y | +104.2% | -59.0% | +163.3% | +116.6% |
| 10Y | +63.7% | +444.8% | -381.1% | -0.5% |
| All | +522.5% | +2,077.0% | -1,554.4% | +153.2% |
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