-80.8%
FIG vs GNRC
+0.4%
-81.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.2% |
| 7D | -12.2% | -0.7% | -11.5% | -12.3% |
| 30D | -11.0% | -15.8% | +4.9% | -12.9% |
| 3M | +11.9% | -24.0% | +35.9% | +6.5% |
| 6M | -21.9% | -13.8% | -8.1% | -26.4% |
| YTD | -40.8% | +33.2% | -74.0% | -47.7% |
| 1Y | -56.6% | -1.8% | -54.8% | -61.4% |
| All | -80.8% | +0.4% | -81.2% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling