-56.9%
GNRC vs ACGL
+174.9%
-231.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | +2.5% | -1.4% | +3.8% | +2.6% |
| 30D | -11.2% | +12.4% | -23.5% | -12.5% |
| 3M | -10.1% | +11.1% | -21.2% | -11.4% |
| 6M | -28.5% | +16.3% | -44.9% | -30.4% |
| YTD | +42.3% | +13.8% | +28.4% | +38.5% |
| 1Y | +22.8% | +20.4% | +2.4% | +17.8% |
| 3Y | +87.3% | +33.6% | +53.8% | +68.6% |
| 5Y | -56.9% | +176.8% | -233.7% | -73.4% |
| All | -56.9% | +174.9% | -231.8% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling