+309.5%
GNRC vs ALLY
+98.8%
+210.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | +7.9% | +0.4% | +7.5% | +7.8% |
| 30D | -3.7% | +5.2% | -8.9% | -6.2% |
| 3M | -11.9% | -13.3% | +1.4% | -6.0% |
| 6M | -28.6% | -6.7% | -22.0% | -26.5% |
| YTD | +39.9% | -12.8% | +52.7% | +47.7% |
| 1Y | +23.4% | +0.7% | +22.7% | +21.6% |
| 3Y | +84.2% | +65.2% | +19.0% | +39.8% |
| 5Y | -57.3% | -10.1% | -47.2% | -58.0% |
| 10Y | +376.8% | +177.0% | +199.8% | +170.8% |
| All | +309.5% | +98.8% | +210.7% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling