+84.2%
GNRC vs ALC
+4.4%
+79.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.7% |
| 7D | +7.9% | -1.1% | +9.0% | +8.1% |
| 30D | -3.7% | +16.0% | -19.7% | -7.5% |
| 3M | -11.9% | +0.8% | -12.8% | -12.1% |
| 6M | -28.6% | +16.8% | -45.5% | -32.4% |
| YTD | +39.9% | -5.5% | +45.4% | +41.9% |
| 1Y | +23.4% | -5.3% | +28.6% | +25.0% |
| 3Y | +84.2% | +4.1% | +80.2% | +78.4% |
| All | +84.2% | +4.4% | +79.9% | +78.4% |
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