+1,705.9%
SPGI vs GNRC
+2,087.1%
-381.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -2.0% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +8.4% | -13.8% | +22.2% | +11.3% |
| 3M | +11.8% | -32.6% | +44.5% | +19.1% |
| 6M | +5.7% | -15.2% | +20.9% | +6.2% |
| YTD | -9.7% | +37.4% | -47.1% | -18.8% |
| 1Y | -12.5% | +5.1% | -17.6% | -17.4% |
| 3Y | +21.8% | +57.5% | -35.7% | +1.8% |
| 5Y | +8.2% | -58.7% | +66.9% | +14.1% |
| 10Y | +309.5% | +395.5% | -86.0% | +141.9% |
| All | +1,705.9% | +2,087.1% | -381.2% | +654.4% |
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