+96.3%
FFIV vs GNRC
-60.2%
+156.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.9% |
| 7D | +1.6% | -0.7% | +2.4% | +1.7% |
| 30D | -3.7% | -15.8% | +12.1% | -0.1% |
| 3M | +2.0% | -24.0% | +26.0% | +7.4% |
| 6M | +39.3% | -13.8% | +53.0% | +41.6% |
| YTD | +56.1% | +33.2% | +22.9% | +42.7% |
| 1Y | +22.0% | -1.8% | +23.8% | +18.7% |
| 3Y | +148.2% | +57.7% | +90.5% | +110.9% |
| 5Y | +96.3% | -59.7% | +156.1% | +106.1% |
| All | +96.3% | -60.2% | +156.5% | +106.1% |
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