+420.1%
GNRC vs ALLY
+190.4%
+229.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | -0.7% | -3.3% | +2.5% | +0.8% |
| 30D | -15.8% | -4.1% | -11.8% | -14.2% |
| 3M | -24.0% | +1.4% | -25.4% | -24.6% |
| 6M | -13.8% | +14.4% | -28.2% | -19.7% |
| YTD | +33.2% | -4.9% | +38.1% | +35.2% |
| 1Y | -1.8% | +5.5% | -7.4% | -5.4% |
| 3Y | +57.7% | +66.0% | -8.3% | +18.3% |
| 5Y | -59.7% | -2.4% | -57.4% | -62.4% |
| All | +420.1% | +190.4% | +229.7% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling