-59.0%
GNRC vs ALLY
-1.1%
-57.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.3% |
| 7D | +3.2% | -1.9% | +5.1% | +4.3% |
| 30D | -9.5% | -4.5% | -5.0% | -7.1% |
| 3M | -28.5% | -2.8% | -25.7% | -27.3% |
| 6M | -10.0% | +10.3% | -20.3% | -15.9% |
| YTD | +36.7% | -5.7% | +42.4% | +39.8% |
| 1Y | +2.6% | +3.9% | -1.4% | -1.5% |
| 3Y | +61.9% | +64.7% | -2.8% | +9.0% |
| 5Y | -59.0% | -2.6% | -56.5% | -64.5% |
| All | -59.0% | -1.1% | -57.9% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling