-59.0%
GNRC vs ACGL
+152.7%
-211.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | +3.2% | -2.1% | +5.3% | +3.4% |
| 30D | -9.5% | -2.2% | -7.3% | -9.3% |
| 3M | -28.5% | +6.3% | -34.9% | -29.6% |
| 6M | -10.0% | +0.5% | -10.5% | -10.7% |
| YTD | +36.7% | +0.2% | +36.5% | +35.4% |
| 1Y | +2.6% | +7.3% | -4.7% | -0.4% |
| 3Y | +61.9% | +30.8% | +31.1% | +42.4% |
| 5Y | -59.0% | +155.8% | -214.8% | -73.6% |
| All | -59.0% | +152.7% | -211.7% | -73.6% |
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