+239.1%
AGI vs GNRC
+2,082.9%
-1,843.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +7.2% | -15.7% | +23.0% | +9.3% |
| 3M | +4.3% | -27.3% | +31.6% | +7.7% |
| 6M | -27.1% | -12.1% | -15.0% | -26.5% |
| YTD | -6.6% | +37.1% | -43.7% | -10.5% |
| 1Y | +9.5% | -0.5% | +10.0% | +8.3% |
| 3Y | +208.4% | +61.5% | +146.9% | +184.0% |
| 5Y | +401.6% | -58.6% | +460.2% | +411.8% |
| 10Y | +387.3% | +446.3% | -58.9% | +269.8% |
| All | +239.1% | +2,082.9% | -1,843.9% | +126.2% |
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