-46.3%
ALB vs GNRC
-60.2%
+13.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.0% |
| 7D | -7.6% | -0.7% | -6.9% | -7.4% |
| 30D | -5.6% | -15.8% | +10.2% | +0.5% |
| 3M | -16.8% | -24.0% | +7.2% | -8.9% |
| 6M | -26.3% | -13.8% | -12.5% | -24.2% |
| YTD | -13.2% | +33.2% | -46.5% | -25.7% |
| 1Y | +68.8% | -1.8% | +70.6% | +61.7% |
| 3Y | -30.7% | +57.7% | -88.4% | -45.9% |
| 5Y | -46.3% | -59.7% | +13.5% | -35.0% |
| All | -46.3% | -60.2% | +13.9% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling