-79.9%
FIG vs GNRC
+3.3%
-83.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +5.2% |
| 7D | -3.8% | -0.2% | -3.6% | -3.9% |
| 30D | -2.3% | -15.7% | +13.4% | -4.4% |
| 3M | +20.0% | -27.3% | +47.3% | +14.5% |
| 6M | -16.7% | -12.1% | -4.6% | -21.1% |
| YTD | -37.9% | +37.1% | -75.0% | -45.0% |
| 1Y | -58.5% | -0.5% | -58.1% | -63.6% |
| All | -79.9% | +3.3% | -83.2% | -82.8% |
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 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