+435.3%
GNRC vs ACM
+134.0%
+301.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.4% |
| 7D | -0.2% | -4.6% | +4.4% | +2.5% |
| 30D | -15.7% | +4.1% | -19.8% | -18.2% |
| 3M | -27.3% | -8.3% | -19.0% | -25.4% |
| 6M | -12.1% | -30.1% | +18.0% | +5.2% |
| YTD | +37.1% | -32.6% | +69.7% | +64.9% |
| 1Y | -0.5% | -49.6% | +49.1% | +42.0% |
| 3Y | +61.5% | -23.0% | +84.6% | +76.8% |
| 5Y | -58.6% | +2.0% | -60.5% | -61.2% |
| All | +435.3% | +134.0% | +301.3% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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