-25.5%
FIS vs GNRC
+61.6%
-87.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | 0.0% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -8.0% | -15.7% | +7.8% | -7.2% |
| 3M | +0.6% | -27.3% | +27.9% | +2.0% |
| 6M | -22.2% | -12.1% | -10.2% | -23.2% |
| YTD | -40.8% | +37.1% | -77.9% | -45.8% |
| 1Y | -41.5% | -0.5% | -41.1% | -43.8% |
| 3Y | -25.5% | +61.5% | -87.0% | -37.2% |
| All | -25.5% | +61.6% | -87.1% | -37.2% |
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 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