+67.7%
FERG vs GNRC
-58.7%
+126.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | 0.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | -8.9% | -15.7% | +6.8% | -5.3% |
| 3M | -2.0% | -27.3% | +25.3% | +4.8% |
| 6M | -3.2% | -12.1% | +8.9% | -1.9% |
| YTD | +1.5% | +37.1% | -35.6% | -8.2% |
| 1Y | +0.5% | -0.5% | +0.9% | -2.5% |
| 3Y | +50.4% | +61.5% | -11.1% | +27.2% |
| All | +67.7% | -58.7% | +126.4% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling