-33.7%
ALB vs GNRC
+61.6%
-95.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.4% | -4.7% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | -8.1% | -15.7% | +7.6% | -1.4% |
| 3M | -25.7% | -27.3% | +1.7% | -16.1% |
| 6M | -29.5% | -12.1% | -17.4% | -28.3% |
| YTD | -16.2% | +37.1% | -53.3% | -32.6% |
| 1Y | +59.2% | -0.5% | +59.7% | +49.1% |
| 3Y | -33.7% | +61.5% | -95.3% | -52.3% |
| All | -33.7% | +61.6% | -95.3% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling