+133.0%
FIS vs GNRC
+2,120.5%
-1,987.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.2% |
| 7D | -3.5% | +4.8% | -8.3% | -4.3% |
| 30D | -7.8% | -10.4% | +2.5% | -6.2% |
| 3M | +0.8% | -28.5% | +29.3% | +5.8% |
| 6M | -21.9% | -6.8% | -15.1% | -22.9% |
| YTD | -39.5% | +39.5% | -79.0% | -45.5% |
| 1Y | -41.0% | +3.4% | -44.4% | -43.9% |
| 3Y | -23.6% | +65.1% | -88.8% | -36.1% |
| 5Y | -65.6% | -57.1% | -8.5% | -64.3% |
| 10Y | -40.2% | +432.5% | -472.7% | -64.3% |
| All | +133.0% | +2,120.5% | -1,987.5% | +2.6% |
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