+351.3%
FERG vs GNRC
+448.8%
-97.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.2% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | -8.9% | -15.7% | +6.8% | -6.0% |
| 3M | -2.0% | -27.3% | +25.3% | +3.4% |
| 6M | -3.2% | -12.1% | +8.9% | -2.1% |
| YTD | +1.5% | +37.1% | -35.6% | -5.8% |
| 1Y | +0.5% | -0.5% | +0.9% | -1.6% |
| 3Y | +50.4% | +61.5% | -11.1% | +33.2% |
| 5Y | +68.7% | -58.6% | +127.3% | +67.2% |
| All | +351.3% | +448.8% | -97.5% | +257.5% |
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