-40.6%
FIS vs GNRC
+448.8%
-489.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.4% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -8.0% | -15.7% | +7.8% | -5.2% |
| 3M | +0.6% | -27.3% | +27.9% | +5.6% |
| 6M | -22.2% | -12.1% | -10.2% | -22.5% |
| YTD | -40.8% | +37.1% | -77.9% | -47.2% |
| 1Y | -41.5% | -0.5% | -41.1% | -44.3% |
| 3Y | -25.5% | +61.5% | -87.0% | -39.1% |
| 5Y | -64.8% | -58.6% | -6.2% | -62.0% |
| All | -40.6% | +448.8% | -489.4% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling