+123.4%
FE vs GNRC
+372.1%
-248.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +1.2% | +7.9% | -6.7% | +0.4% |
| 30D | +4.5% | -3.7% | +8.2% | +4.7% |
| 3M | +1.3% | -11.9% | +13.3% | +2.2% |
| 6M | +8.7% | -28.6% | +37.3% | +11.4% |
| YTD | +9.2% | +39.9% | -30.7% | +2.3% |
| 1Y | +7.0% | +23.4% | -16.4% | +1.5% |
| 3Y | +51.4% | +84.2% | -32.9% | +32.3% |
| 5Y | +47.7% | -57.3% | +105.0% | +56.7% |
| All | +123.4% | +372.1% | -248.7% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling