-27.1%
AGI vs GNRC
-11.7%
-15.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.1% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +7.2% | -15.7% | +23.0% | +10.7% |
| 3M | +4.3% | -27.3% | +31.6% | +8.6% |
| 6M | -27.1% | -12.1% | -15.0% | -28.0% |
| All | -27.1% | -11.7% | -15.4% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling