-56.4%
FICO vs GNRC
+17.5%
-73.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.5% | +6.3% | -4.0% |
| 7D | +0.4% | -6.0% | +6.4% | 0.0% |
| 30D | +1.7% | -12.0% | +13.7% | +0.8% |
| 3M | -33.0% | -13.4% | -19.6% | -33.2% |
| 6M | -33.9% | -26.4% | -7.5% | -34.6% |
| YTD | -58.5% | +38.8% | -97.4% | -61.9% |
| 1Y | -56.4% | +20.9% | -77.3% | -59.1% |
| All | -56.4% | +17.5% | -73.9% | -59.1% |
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 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