+110.5%
FE vs GNRC
+433.2%
-322.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | -1.7% | -0.7% | -0.9% | -1.6% |
| 30D | -1.3% | -15.8% | +14.6% | +0.5% |
| 3M | +0.6% | -24.0% | +24.6% | +3.1% |
| 6M | -6.8% | -13.8% | +6.9% | -6.5% |
| YTD | +6.4% | +33.2% | -26.8% | +0.8% |
| 1Y | +11.3% | -1.8% | +13.1% | +8.9% |
| 3Y | +47.1% | +57.7% | -10.7% | +31.7% |
| 5Y | +50.4% | -59.7% | +110.1% | +60.7% |
| All | +110.5% | +433.2% | -322.7% | +41.9% |
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