+117.0%
AA vs GNRC
+448.8%
-331.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.3% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -5.8% | -15.7% | +10.0% | +1.2% |
| 3M | -29.9% | -27.3% | -2.6% | -20.8% |
| 6M | -27.0% | -12.1% | -15.0% | -25.2% |
| YTD | -8.7% | +37.1% | -45.8% | -24.2% |
| 1Y | +50.6% | -0.5% | +51.1% | +43.5% |
| 3Y | +74.1% | +61.5% | +12.6% | +30.9% |
| 5Y | +2.6% | -58.6% | +61.2% | +25.7% |
| All | +117.0% | +448.8% | -331.9% | -39.7% |
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