+40.0%
GNRC vs AMRZ
-20.1%
+60.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -0.2% | -7.5% | +7.3% | +2.3% |
| 30D | -15.7% | -12.4% | -3.3% | -12.1% |
| 3M | -27.3% | -22.4% | -5.0% | -21.4% |
| 6M | -12.1% | -29.5% | +17.5% | -2.6% |
| YTD | +37.1% | -24.1% | +61.3% | +47.6% |
| 1Y | -0.5% | -26.3% | +25.8% | +5.5% |
| All | +40.0% | -20.1% | +60.2% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling