+47.1%
FE vs GNRC
+61.2%
-14.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.5% |
| 7D | -0.2% | +3.2% | -3.3% | -0.2% |
| 30D | -1.2% | -9.5% | +8.3% | -1.0% |
| 3M | +1.7% | -28.5% | +30.2% | +2.2% |
| 6M | -7.5% | -10.0% | +2.5% | -7.8% |
| YTD | +6.3% | +36.7% | -30.4% | +3.9% |
| 1Y | +10.9% | +2.6% | +8.3% | +9.7% |
| All | +47.1% | +61.2% | -14.1% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling