+14.6%
AMCR vs GNRC
+448.8%
-434.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.1% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | -7.8% | -15.7% | +7.9% | -5.3% |
| 3M | +7.5% | -27.3% | +34.9% | +12.6% |
| 6M | +2.7% | -12.1% | +14.7% | +3.5% |
| YTD | +6.0% | +37.1% | -31.1% | -1.2% |
| 1Y | +7.8% | -0.5% | +8.2% | +5.4% |
| 3Y | +5.8% | +61.5% | -55.7% | -7.1% |
| 5Y | -11.6% | -58.6% | +47.0% | -5.3% |
| All | +14.6% | +448.8% | -434.2% | -26.1% |
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