+113.8%
SYY vs GNRC
+448.8%
-335.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.6% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | -1.7% | -15.7% | +14.0% | +1.0% |
| 3M | +5.2% | -27.3% | +32.5% | +10.2% |
| 6M | -0.2% | -12.1% | +11.9% | +0.2% |
| YTD | +15.4% | +37.1% | -21.7% | +6.1% |
| 1Y | +5.6% | -0.5% | +6.1% | +2.3% |
| 3Y | +28.9% | +61.5% | -32.6% | +10.1% |
| 5Y | +24.1% | -58.6% | +82.6% | +37.7% |
| All | +113.8% | +448.8% | -335.0% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling