+282.9%
SPGI vs GNRC
+448.8%
-166.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -0.5% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | +0.4% | -15.7% | +16.1% | +3.8% |
| 3M | +5.3% | -27.3% | +32.6% | +11.1% |
| 6M | +1.7% | -12.1% | +13.7% | +1.2% |
| YTD | -16.4% | +37.1% | -53.5% | -26.0% |
| 1Y | -20.5% | -0.5% | -20.0% | -24.7% |
| 3Y | +14.2% | +61.5% | -47.3% | -8.2% |
| 5Y | +0.6% | -58.6% | +59.2% | +10.7% |
| All | +282.9% | +448.8% | -166.0% | +69.7% |
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 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