+443.5%
GNRC vs ALM
+8,394.4%
-7,950.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | +1.5% |
| 7D | +4.8% | +8.4% | -3.6% | +4.8% |
| 30D | -10.4% | +34.8% | -45.2% | -10.5% |
| 3M | -28.5% | +16.2% | -44.7% | -28.5% |
| 6M | -6.8% | +2.1% | -8.9% | -6.8% |
| YTD | +39.5% | +117.0% | -77.5% | +39.1% |
| 1Y | +3.4% | +313.9% | -310.5% | +2.9% |
| 3Y | +65.1% | +2,327.9% | -2,262.8% | +63.8% |
| 5Y | -57.1% | +1,040.6% | -1,097.7% | -57.4% |
| 10Y | +432.5% | +3,219.4% | -2,786.9% | +428.3% |
| All | +443.5% | +8,394.4% | -7,950.9% | +444.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling