+101.7%
FICO vs GNRC
-57.1%
+158.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -15.4% | +4.8% | -20.3% | -16.4% |
| 30D | -10.4% | -10.4% | 0.0% | -8.6% |
| 3M | -22.7% | -28.5% | +5.8% | -18.2% |
| 6M | -36.8% | -6.8% | -30.0% | -37.9% |
| YTD | -44.8% | +39.5% | -84.3% | -51.8% |
| 1Y | -39.3% | +3.4% | -42.7% | -43.1% |
| 3Y | +3.7% | +65.1% | -61.4% | -17.4% |
| 5Y | +101.7% | -57.1% | +158.8% | +93.7% |
| All | +101.7% | -57.1% | +158.8% | +93.7% |
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 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