+47.3%
AGG vs GNRC
+2,082.9%
-2,035.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -1.1% | -15.7% | +14.6% | -1.0% |
| 3M | -1.9% | -27.3% | +25.4% | -1.8% |
| 6M | -1.7% | -12.1% | +10.3% | -1.7% |
| YTD | -1.3% | +37.1% | -38.4% | -1.5% |
| 1Y | -0.7% | -0.5% | -0.3% | -0.8% |
| 3Y | +12.5% | +61.5% | -49.0% | +12.0% |
| 5Y | -2.5% | -58.6% | +56.1% | -3.4% |
| 10Y | +14.2% | +446.3% | -432.0% | +16.4% |
| All | +47.3% | +2,082.9% | -2,035.6% | +53.9% |
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