+236.1%
ALNY vs GNRC
+448.8%
-212.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | -0.2% |
| 7D | -6.5% | -0.2% | -6.4% | -6.5% |
| 30D | +11.0% | -15.7% | +26.8% | +15.1% |
| 3M | -14.1% | -27.3% | +13.3% | -8.6% |
| 6M | -22.4% | -12.1% | -10.3% | -21.9% |
| YTD | -37.5% | +37.1% | -74.6% | -43.8% |
| 1Y | -46.9% | -0.5% | -46.5% | -48.9% |
| 3Y | +22.1% | +61.5% | -39.4% | +1.2% |
| 5Y | +31.2% | -58.6% | +89.8% | +45.7% |
| All | +236.1% | +448.8% | -212.7% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling