+665.4%
FICO vs GNRC
+425.3%
+240.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.0% | +7.3% | +5.9% |
| 7D | -10.6% | +3.2% | -13.7% | -11.5% |
| 30D | -6.3% | -9.5% | +3.2% | -4.1% |
| 3M | -19.7% | -28.5% | +8.8% | -13.4% |
| 6M | -31.8% | -10.0% | -21.8% | -32.6% |
| YTD | -41.8% | +36.7% | -78.6% | -50.7% |
| 1Y | -36.4% | +2.6% | -39.0% | -41.4% |
| 3Y | +9.3% | +61.9% | -52.6% | -17.9% |
| 5Y | +113.0% | -59.0% | +172.0% | +142.3% |
| 10Y | +665.4% | +444.8% | +220.7% | +168.6% |
| All | +665.4% | +425.3% | +240.1% | +168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling