+115.3%
SPOT vs GNRC
-58.7%
+174.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | 0.0% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +7.4% | -15.7% | +23.1% | +11.9% |
| 3M | +8.2% | -27.3% | +35.5% | +15.7% |
| 6M | +2.2% | -12.1% | +14.3% | +1.7% |
| YTD | -9.5% | +37.1% | -46.6% | -23.2% |
| 1Y | -23.8% | -0.5% | -23.4% | -29.0% |
| 3Y | +233.5% | +61.5% | +172.0% | +145.5% |
| All | +115.3% | -58.7% | +174.0% | +173.8% |
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