-57.4%
GNRC vs ALM
+839.2%
-896.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.5% | +9.4% | +3.5% |
| 7D | -0.2% | -11.8% | +11.6% | +0.9% |
| 30D | -15.7% | +7.8% | -23.5% | -16.5% |
| 3M | -27.3% | -9.3% | -18.1% | -27.2% |
| 6M | -12.1% | -30.5% | +18.4% | -10.7% |
| YTD | +37.1% | +75.8% | -38.7% | +29.0% |
| 1Y | -0.5% | +241.2% | -241.7% | -11.1% |
| 3Y | +61.5% | +1,872.6% | -1,811.1% | +22.1% |
| All | -57.4% | +839.2% | -896.6% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling