+862.1%
STM vs GNRC
+2,087.1%
-1,225.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.0% |
| 7D | +5.8% | +1.9% | +3.9% | +5.0% |
| 30D | -1.0% | -13.8% | +12.8% | +4.6% |
| 3M | -33.3% | -32.6% | -0.6% | -22.3% |
| 6M | +57.4% | -15.2% | +72.5% | +68.2% |
| YTD | +102.2% | +37.4% | +64.8% | +80.0% |
| 1Y | +99.6% | +5.1% | +94.5% | +93.6% |
| 3Y | +14.5% | +57.5% | -43.0% | -7.0% |
| 5Y | +21.4% | -58.7% | +80.1% | +45.2% |
| 10Y | +695.0% | +395.5% | +299.5% | +284.9% |
| All | +862.1% | +2,087.1% | -1,225.1% | +168.0% |
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