+2,148.2%
GNRC vs ACM
+153.2%
+1,995.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +4.8% | -0.3% | +5.1% | +5.0% |
| 30D | -10.4% | -12.9% | +2.6% | -5.2% |
| 3M | -28.5% | -6.4% | -22.1% | -27.3% |
| 6M | -6.8% | -29.2% | +22.4% | +8.8% |
| YTD | +39.5% | -29.9% | +69.4% | +61.5% |
| 1Y | +3.4% | -47.3% | +50.7% | +38.6% |
| 3Y | +65.1% | -19.6% | +84.8% | +76.6% |
| 5Y | -57.1% | +5.5% | -62.6% | -59.6% |
| 10Y | +432.5% | +129.7% | +302.8% | +228.9% |
| All | +2,148.2% | +153.2% | +1,995.0% | +1,158.6% |
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