-64.8%
FIS vs GNRC
-60.2%
-4.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.5% |
| 7D | -8.9% | -0.7% | -8.2% | -8.8% |
| 30D | -9.9% | -15.8% | +5.9% | -7.9% |
| 3M | 0.0% | -24.0% | +24.0% | +2.7% |
| 6M | -22.9% | -13.8% | -9.1% | -23.2% |
| YTD | -40.9% | +33.2% | -74.1% | -46.2% |
| 1Y | -40.4% | -1.8% | -38.6% | -42.8% |
| 3Y | -25.4% | +57.7% | -83.1% | -37.0% |
| 5Y | -64.8% | -59.7% | -5.1% | -65.1% |
| All | -64.8% | -60.2% | -4.7% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling