+512.8%
FDX vs GNRC
+2,087.1%
-1,574.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.1% |
| 7D | -2.5% | +1.9% | -4.5% | -3.0% |
| 30D | +3.8% | -13.8% | +17.6% | +7.4% |
| 3M | -1.3% | -32.6% | +31.3% | +7.7% |
| 6M | +5.0% | -15.2% | +20.2% | +7.4% |
| YTD | +39.6% | +37.4% | +2.3% | +25.5% |
| 1Y | +81.1% | +5.1% | +76.0% | +72.4% |
| 3Y | +63.0% | +57.5% | +5.5% | +35.6% |
| 5Y | +65.6% | -58.7% | +124.3% | +80.6% |
| 10Y | +183.4% | +395.5% | -212.1% | +47.8% |
| All | +512.8% | +2,087.1% | -1,574.4% | +93.8% |
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