+625.4%
FFIV vs GNRC
+2,120.5%
-1,495.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -1.5% | +4.8% | -6.4% | -2.7% |
| 30D | -2.7% | -10.4% | +7.7% | -0.2% |
| 3M | -1.7% | -28.5% | +26.8% | +5.7% |
| 6M | +36.1% | -6.8% | +42.9% | +36.1% |
| YTD | +52.6% | +39.5% | +13.2% | +37.0% |
| 1Y | +21.5% | +3.4% | +18.1% | +16.5% |
| 3Y | +142.7% | +65.1% | +77.5% | +100.7% |
| 5Y | +92.6% | -57.1% | +149.7% | +107.9% |
| 10Y | +225.5% | +432.5% | -207.0% | +74.2% |
| All | +625.4% | +2,120.5% | -1,495.1% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling