+98.3%
SPYG vs GNRC
+61.6%
+36.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.5% | -15.7% | +14.2% | +1.5% |
| 3M | +3.7% | -27.3% | +31.1% | +9.4% |
| 6M | +16.4% | -12.1% | +28.5% | +17.7% |
| YTD | +13.3% | +37.1% | -23.8% | +4.1% |
| 1Y | +17.9% | -0.5% | +18.3% | +15.1% |
| 3Y | +98.3% | +61.5% | +36.8% | +68.4% |
| All | +98.3% | +61.6% | +36.7% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling