+19.7%
SU vs GNRC
-11.7%
+31.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | +0.1% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +8.4% | -15.7% | +24.2% | +7.2% |
| 3M | +12.1% | -27.3% | +39.4% | +10.1% |
| 6M | +19.7% | -12.1% | +31.7% | +19.6% |
| All | +19.7% | -11.7% | +31.4% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling