+1,440.5%
FANG vs GNRC
+744.6%
+695.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.9% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +2.6% | -15.7% | +18.4% | +6.5% |
| 3M | +7.6% | -27.3% | +34.9% | +14.5% |
| 6M | +17.3% | -12.1% | +29.4% | +17.6% |
| YTD | +38.7% | +37.1% | +1.6% | +23.1% |
| 1Y | +51.6% | -0.5% | +52.1% | +44.5% |
| 3Y | +50.0% | +61.5% | -11.6% | +21.8% |
| 5Y | +237.6% | -58.6% | +296.1% | +272.3% |
| 10Y | +180.7% | +446.3% | -265.6% | +26.7% |
| All | +1,440.5% | +744.6% | +695.9% | +599.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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