+475.6%
FFIV vs GNRC
+2,127.0%
-1,651.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | -0.5% | +7.9% | -8.5% | -2.5% |
| 30D | -32.4% | -3.7% | -28.7% | -32.2% |
| 3M | -25.7% | -11.9% | -13.7% | -24.3% |
| 6M | -13.5% | -28.6% | +15.1% | -8.3% |
| YTD | +21.1% | +39.9% | -18.8% | +7.4% |
| 1Y | +29.4% | +23.4% | +6.0% | +18.0% |
| 3Y | +94.9% | +84.2% | +10.6% | +55.9% |
| 5Y | +34.7% | -57.3% | +92.0% | +44.6% |
| 10Y | +119.0% | +376.8% | -257.8% | +19.1% |
| All | +475.6% | +2,127.0% | -1,651.5% | +88.9% |
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 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