-55.8%
FIG vs GNRC
+6.8%
-62.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.7% | -4.1% |
| 7D | -16.3% | +1.9% | -18.2% | -16.1% |
| 30D | -14.3% | -13.8% | -0.5% | -15.5% |
| 3M | +7.2% | -32.6% | +39.8% | +3.2% |
| 6M | -18.6% | -15.2% | -3.4% | -22.9% |
| YTD | -35.5% | +37.4% | -72.8% | -46.5% |
| 1Y | -55.8% | +5.1% | -60.9% | -59.6% |
| All | -55.8% | +6.8% | -62.6% | -59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling