+2,154.8%
GNRC vs ACM
+171.7%
+1,983.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +7.9% | +5.6% | +2.3% | +5.0% |
| 30D | -3.7% | +20.8% | -24.5% | -12.6% |
| 3M | -11.9% | +11.4% | -23.4% | -17.2% |
| 6M | -28.6% | +0.9% | -29.6% | -30.4% |
| YTD | +39.9% | -24.8% | +64.7% | +56.0% |
| 1Y | +23.4% | -46.4% | +69.8% | +63.8% |
| 3Y | +84.2% | -9.2% | +93.5% | +84.7% |
| 5Y | -57.3% | +5.0% | -62.3% | -59.8% |
| 10Y | +376.8% | +130.6% | +246.2% | +192.6% |
| All | +2,154.8% | +171.7% | +1,983.1% | +1,115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling