+371.9%
GNRC vs ACGL
+322.9%
+49.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +11.9% | -1.2% | +13.1% | +12.4% |
| 30D | -10.0% | +12.8% | -22.8% | -14.2% |
| 3M | -13.1% | +12.3% | -25.4% | -17.2% |
| 6M | -28.5% | +15.8% | -44.3% | -33.5% |
| YTD | +41.4% | +13.9% | +27.6% | +31.4% |
| 1Y | +18.8% | +19.0% | -0.3% | +8.1% |
| 3Y | +86.3% | +33.7% | +52.6% | +54.3% |
| 5Y | -56.8% | +173.4% | -230.2% | -76.1% |
| All | +371.9% | +322.9% | +49.0% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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