-11.6%
AMCR vs GNRC
-58.7%
+47.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.0% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | -7.8% | -15.7% | +7.9% | -5.7% |
| 3M | +7.5% | -27.3% | +34.9% | +11.8% |
| 6M | +2.7% | -12.1% | +14.7% | +3.3% |
| YTD | +6.0% | +37.1% | -31.1% | 0.0% |
| 1Y | +7.8% | -0.5% | +8.2% | +5.8% |
| 3Y | +5.8% | +61.5% | -55.7% | -4.7% |
| All | -11.6% | -58.7% | +47.1% | -14.3% |
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 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