-58.5%
FIG vs GNRC
+0.9%
-59.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +5.1% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | -2.3% | -15.7% | +13.4% | -3.9% |
| 3M | +20.0% | -27.3% | +47.3% | +15.3% |
| 6M | -16.7% | -12.1% | -4.6% | -21.5% |
| YTD | -37.9% | +37.1% | -75.0% | -48.6% |
| 1Y | -58.5% | -0.5% | -58.1% | -60.2% |
| All | -58.5% | +0.9% | -59.4% | -60.2% |
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