+17.9%
SPYG vs GNRC
+0.9%
+17.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.5% | -15.7% | +14.2% | +0.8% |
| 3M | +3.7% | -27.3% | +31.1% | +8.0% |
| 6M | +16.4% | -12.1% | +28.5% | +17.8% |
| YTD | +13.3% | +37.1% | -23.8% | +8.5% |
| 1Y | +17.9% | -0.5% | +18.3% | +17.5% |
| All | +17.9% | +0.9% | +17.0% | +17.5% |
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