+853.4%
SPYM vs GNRC
+2,077.0%
-1,223.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | -0.4% | +3.2% | -3.5% | -1.0% |
| 30D | -1.4% | -9.5% | +8.1% | +0.3% |
| 3M | +3.7% | -28.5% | +32.3% | +9.7% |
| 6M | +13.0% | -10.0% | +23.0% | +13.6% |
| YTD | +12.5% | +36.7% | -24.3% | +3.5% |
| 1Y | +18.6% | +2.6% | +16.0% | +14.7% |
| 3Y | +78.0% | +61.9% | +16.1% | +53.2% |
| 5Y | +82.3% | -59.0% | +141.3% | +93.6% |
| 10Y | +322.9% | +444.8% | -121.9% | +168.8% |
| All | +853.4% | +2,077.0% | -1,223.6% | +347.0% |
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