+36.6%
FFIV vs GNRC
+17.5%
+19.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.5% | +9.1% | +1.0% |
| 7D | -9.8% | -6.0% | -3.8% | -9.0% |
| 30D | -28.1% | -12.0% | -16.1% | -26.7% |
| 3M | -20.0% | -13.4% | -6.6% | -18.6% |
| 6M | -0.1% | -26.4% | +26.3% | +3.5% |
| YTD | +29.2% | +38.8% | -9.7% | +19.2% |
| 1Y | +36.6% | +20.9% | +15.7% | +27.9% |
| All | +36.6% | +17.5% | +19.1% | +27.9% |
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 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