-58.7%
GNRC vs ACM
+1.3%
-60.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -0.2% |
| 7D | +3.2% | -3.7% | +6.8% | +5.4% |
| 30D | -9.5% | -12.7% | +3.1% | -3.4% |
| 3M | -28.5% | -9.8% | -18.8% | -25.6% |
| 6M | -10.0% | -31.4% | +21.4% | +11.8% |
| YTD | +36.7% | -32.1% | +68.8% | +67.0% |
| 1Y | +2.6% | -47.8% | +50.4% | +52.1% |
| 3Y | +61.9% | -22.1% | +84.0% | +68.4% |
| All | -58.7% | +1.3% | -60.0% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling