+646.8%
FITB vs GNRC
+2,077.0%
-1,430.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | -0.4% | +3.2% | -3.6% | -1.3% |
| 30D | -5.1% | -9.5% | +4.4% | -2.5% |
| 3M | +3.5% | -28.5% | +32.1% | +12.7% |
| 6M | +17.2% | -10.0% | +27.2% | +17.5% |
| YTD | +17.6% | +36.7% | -19.1% | +2.5% |
| 1Y | +23.4% | +2.6% | +20.8% | +16.2% |
| 3Y | +129.7% | +61.9% | +67.8% | +80.8% |
| 5Y | +68.4% | -59.0% | +127.5% | +87.3% |
| 10Y | +285.6% | +444.8% | -159.1% | +69.7% |
| All | +646.8% | +2,077.0% | -1,430.1% | +77.3% |
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 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