+56.9%
GNRC vs ACGL
+30.5%
+26.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -0.7% | -3.6% | +2.9% | -1.1% |
| 30D | -15.8% | -2.1% | -13.7% | -16.0% |
| 3M | -24.0% | +5.4% | -29.4% | -23.9% |
| 6M | -13.8% | 0.0% | -13.8% | -13.6% |
| YTD | +33.2% | +0.3% | +32.9% | +33.3% |
| 1Y | -1.8% | +6.2% | -8.0% | -2.3% |
| All | +56.9% | +30.5% | +26.4% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling