+545.4%
AG vs GNRC
+2,077.0%
-1,531.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.0% | +2.5% |
| 7D | -0.1% | +3.2% | -3.3% | -0.9% |
| 30D | +12.5% | -9.5% | +22.0% | +15.0% |
| 3M | +28.2% | -28.5% | +56.7% | +38.0% |
| 6M | -18.8% | -10.0% | -8.9% | -17.5% |
| YTD | +27.4% | +36.7% | -9.4% | +17.1% |
| 1Y | +132.2% | +2.6% | +129.6% | +127.4% |
| 3Y | +286.9% | +61.9% | +225.0% | +234.1% |
| 5Y | +72.8% | -59.0% | +131.8% | +87.4% |
| 10Y | +74.6% | +444.8% | -370.2% | +5.2% |
| All | +545.4% | +2,077.0% | -1,531.5% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling