-2.3%
FERG vs GNRC
+6.8%
-9.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +1.8% |
| 7D | 0.0% | +1.9% | -2.0% | -0.4% |
| 30D | -10.2% | -13.8% | +3.6% | -7.5% |
| 3M | -0.6% | -32.6% | +32.1% | +7.7% |
| 6M | -6.5% | -15.2% | +8.7% | -5.3% |
| YTD | +4.2% | +37.4% | -33.2% | -7.5% |
| 1Y | -2.3% | +5.1% | -7.4% | -8.4% |
| All | -2.3% | +6.8% | -9.0% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling