+84.4%
FICO vs GNRC
-57.0%
+141.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +2.2% | +7.9% | -5.7% | +0.7% |
| 30D | +0.1% | -3.7% | +3.8% | +0.3% |
| 3M | -35.2% | -11.9% | -23.2% | -34.5% |
| 6M | -32.4% | -28.6% | -3.7% | -29.6% |
| YTD | -57.4% | +39.9% | -97.3% | -63.3% |
| 1Y | -58.5% | +23.4% | -81.9% | -63.2% |
| 3Y | -28.9% | +84.2% | -113.1% | -45.7% |
| All | +84.4% | -57.0% | +141.4% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling