+8.3%
AGI vs GNRC
-29.5%
+37.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -3.1% |
| 7D | -5.3% | -0.7% | -4.5% | -5.2% |
| 30D | +6.8% | -15.8% | +22.6% | +8.0% |
| 3M | +8.3% | -24.0% | +32.3% | +9.4% |
| All | +8.3% | -29.5% | +37.8% | +9.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling