+151.9%
FFIV vs GNRC
+61.2%
+90.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.8% | +4.3% |
| 7D | +3.5% | +3.2% | +0.3% | +2.7% |
| 30D | -1.3% | -9.5% | +8.2% | +0.7% |
| 3M | +2.4% | -28.5% | +30.9% | +9.0% |
| 6M | +41.8% | -10.0% | +51.8% | +42.5% |
| YTD | +58.5% | +36.7% | +21.8% | +43.3% |
| 1Y | +24.3% | +2.6% | +21.8% | +19.4% |
| All | +151.9% | +61.2% | +90.7% | +120.6% |
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