+302.1%
GNRC vs ALLY
+124.8%
+177.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.2% |
| 7D | +1.9% | +3.7% | -1.7% | +0.2% |
| 30D | -13.8% | -2.3% | -11.6% | -12.9% |
| 3M | -32.6% | +3.8% | -36.5% | -33.8% |
| 6M | -15.2% | +9.7% | -24.9% | -19.2% |
| YTD | +37.4% | -1.4% | +38.8% | +37.1% |
| 1Y | +5.1% | +8.2% | -3.1% | +0.3% |
| 3Y | +57.5% | +66.5% | -9.0% | +19.1% |
| 5Y | -58.7% | +1.2% | -59.9% | -61.8% |
| 10Y | +395.5% | +191.4% | +204.1% | +172.8% |
| All | +302.1% | +124.8% | +177.3% | +128.8% |
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