-59.7%
GNRC vs ALC
-19.4%
-40.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.2% | -1.0% |
| 7D | -0.7% | -7.7% | +6.9% | +3.9% |
| 30D | -15.8% | -11.7% | -4.2% | -9.7% |
| 3M | -24.0% | +0.7% | -24.7% | -25.1% |
| 6M | -13.8% | -17.1% | +3.3% | -5.2% |
| YTD | +33.2% | -15.1% | +48.4% | +43.3% |
| 1Y | -1.8% | -14.1% | +12.3% | +4.6% |
| 3Y | +57.7% | -18.2% | +75.9% | +64.0% |
| 5Y | -59.7% | -19.2% | -40.6% | -59.8% |
| All | -59.7% | -19.4% | -40.4% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling