-51.1%
FIS vs GNRC
+17.5%
-68.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -9.5% | -14.1% | -24.2% |
| 7D | -18.4% | -6.0% | -12.5% | -18.5% |
| 30D | -11.4% | -12.0% | +0.7% | -12.0% |
| 3M | -32.0% | -13.4% | -18.6% | -32.5% |
| 6M | -35.6% | -26.4% | -9.2% | -37.1% |
| YTD | -53.8% | +38.8% | -92.6% | -56.1% |
| 1Y | -51.1% | +20.9% | -72.0% | -52.7% |
| All | -51.1% | +17.5% | -68.6% | -52.7% |
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 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