+541.1%
FICO vs GNRC
+355.2%
+185.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.6% | +2.0% |
| 7D | +0.9% | -13.1% | +14.0% | +4.5% |
| 30D | +9.4% | -19.2% | +28.6% | +15.0% |
| 3M | -30.4% | -11.8% | -18.6% | -29.7% |
| 6M | -35.1% | -32.5% | -2.6% | -30.6% |
| YTD | -56.8% | +33.3% | -90.1% | -63.8% |
| 1Y | -58.4% | +16.0% | -74.4% | -63.7% |
| 3Y | -26.7% | +75.5% | -102.2% | -47.4% |
| 5Y | +88.0% | -58.7% | +146.7% | +109.5% |
| All | +541.1% | +355.2% | +185.8% | +126.7% |
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