+20.9%
GNRC vs ALM
+44.8%
-23.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.2% | -10.7% | -9.8% |
| 7D | -6.0% | -6.4% | +0.4% | -4.8% |
| 30D | -12.0% | -35.0% | +23.0% | -5.1% |
| 3M | -13.4% | -33.8% | +20.4% | -7.4% |
| 6M | -26.4% | -55.0% | +28.7% | -17.5% |
| YTD | +38.8% | -0.2% | +39.1% | +39.2% |
| 1Y | +20.9% | +41.8% | -20.9% | +15.2% |
| All | +20.9% | +44.8% | -23.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling