+86.3%
GNRC vs ACM
-9.6%
+95.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +11.9% | +5.1% | +6.8% | +9.7% |
| 30D | -10.0% | +18.7% | -28.7% | -16.0% |
| 3M | -13.1% | +15.5% | -28.5% | -18.6% |
| 6M | -28.5% | +1.2% | -29.7% | -29.9% |
| YTD | +41.4% | -25.2% | +66.7% | +57.9% |
| 1Y | +18.8% | -46.3% | +65.1% | +64.9% |
| All | +86.3% | -9.6% | +95.9% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling