+3.6%
FICO vs GNRC
+60.3%
-56.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.4% | -19.0% | -17.0% |
| 7D | -19.2% | +1.9% | -21.1% | -19.4% |
| 30D | -14.6% | -13.8% | -0.8% | -13.0% |
| 3M | -20.1% | -32.6% | +12.5% | -16.2% |
| 6M | -36.3% | -15.2% | -21.1% | -36.6% |
| YTD | -44.9% | +37.4% | -82.2% | -51.6% |
| 1Y | -38.6% | +5.1% | -43.8% | -42.8% |
| All | +3.6% | +60.3% | -56.6% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling