+61.1%
GNRC vs ALC
-16.2%
+77.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | +3.2% | -5.3% | +8.4% | +5.0% |
| 30D | -9.5% | -7.1% | -2.5% | -7.3% |
| 3M | -28.5% | +0.8% | -29.3% | -29.1% |
| 6M | -10.0% | -16.0% | +6.0% | -4.2% |
| YTD | +36.7% | -12.7% | +49.5% | +42.4% |
| 1Y | +2.6% | -12.8% | +15.4% | +6.8% |
| All | +61.1% | -16.2% | +77.3% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling