+61.6%
AG vs GNRC
+448.8%
-387.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.9% | -3.6% |
| 7D | -6.7% | -0.2% | -6.5% | -6.7% |
| 30D | +2.2% | -15.7% | +17.9% | +6.4% |
| 3M | +15.7% | -27.3% | +43.0% | +24.2% |
| 6M | -23.8% | -12.1% | -11.7% | -22.0% |
| YTD | +17.6% | +37.1% | -19.5% | +8.0% |
| 1Y | +88.6% | -0.5% | +89.1% | +85.9% |
| 3Y | +253.4% | +61.5% | +191.9% | +205.1% |
| 5Y | +62.4% | -58.6% | +121.0% | +72.8% |
| All | +61.6% | +448.8% | -387.2% | +41.3% |
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