+12.7%
FIX vs GNRC
-16.4%
+29.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.4% |
| 7D | +6.0% | +1.9% | +4.1% | +4.7% |
| 30D | -7.2% | -13.8% | +6.6% | +1.9% |
| 3M | -15.9% | -32.6% | +16.8% | +8.4% |
| 6M | +12.7% | -15.2% | +27.9% | +31.5% |
| All | +12.7% | -16.4% | +29.1% | +31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling