+357.3%
ALB vs GNRC
+2,120.5%
-1,763.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.1% |
| 7D | -4.4% | +4.8% | -9.2% | -6.1% |
| 30D | -1.2% | -10.4% | +9.2% | +2.3% |
| 3M | -13.3% | -28.5% | +15.2% | -3.5% |
| 6M | -19.8% | -6.8% | -13.0% | -19.8% |
| YTD | -7.9% | +39.5% | -47.4% | -21.2% |
| 1Y | +60.2% | +3.4% | +56.8% | +51.5% |
| 3Y | -26.4% | +65.1% | -91.6% | -42.1% |
| 5Y | -42.5% | -57.1% | +14.5% | -33.9% |
| 10Y | +83.0% | +432.5% | -349.5% | -7.9% |
| All | +357.3% | +2,120.5% | -1,763.2% | +30.8% |
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