+253.4%
AG vs GNRC
+61.6%
+191.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.9% | -3.9% |
| 7D | -6.7% | -0.2% | -6.5% | -6.7% |
| 30D | +2.2% | -15.7% | +17.9% | +8.1% |
| 3M | +15.7% | -27.3% | +43.0% | +27.5% |
| 6M | -23.8% | -12.1% | -11.7% | -21.5% |
| YTD | +17.6% | +37.1% | -19.5% | +3.5% |
| 1Y | +88.6% | -0.5% | +89.1% | +83.3% |
| 3Y | +253.4% | +61.5% | +191.9% | +188.8% |
| All | +253.4% | +61.6% | +191.8% | +188.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling