-3.3%
GNRC vs ALC
-14.0%
+10.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.2% | -2.2% |
| 7D | -0.7% | -7.7% | +6.9% | +0.2% |
| 30D | -15.8% | -11.7% | -4.2% | -14.6% |
| 3M | -24.0% | +0.7% | -24.7% | -24.3% |
| 6M | -13.8% | -17.1% | +3.3% | -8.6% |
| YTD | +33.2% | -15.1% | +48.4% | +37.7% |
| All | -3.3% | -14.0% | +10.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling