+2,114.4%
GNRC vs ACGL
+1,205.5%
+908.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.1% |
| 7D | +1.9% | -0.7% | +2.7% | +2.2% |
| 30D | -13.8% | -1.0% | -12.8% | -13.5% |
| 3M | -32.6% | +11.0% | -43.7% | -36.5% |
| 6M | -15.2% | -0.3% | -14.9% | -16.7% |
| YTD | +37.4% | +2.3% | +35.1% | +32.9% |
| 1Y | +5.1% | +6.4% | -1.2% | -0.8% |
| 3Y | +57.5% | +34.0% | +23.6% | +26.2% |
| 5Y | -58.7% | +161.6% | -220.4% | -78.1% |
| 10Y | +395.5% | +278.6% | +116.9% | +92.4% |
| All | +2,114.4% | +1,205.5% | +908.8% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling