+11.2%
SPYG vs GNRC
+17.5%
-6.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.5% | +10.8% | +2.5% |
| 7D | -2.8% | -6.0% | +3.2% | -2.1% |
| 30D | -6.2% | -12.0% | +5.8% | -4.7% |
| 3M | -3.6% | -13.4% | +9.8% | -2.1% |
| 6M | +4.8% | -26.4% | +31.1% | +8.4% |
| YTD | +11.0% | +38.8% | -27.8% | +5.8% |
| 1Y | +11.2% | +20.9% | -9.7% | +8.5% |
| All | +11.2% | +17.5% | -6.3% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling