+16,552.9%
FIX vs GNRC
+2,087.1%
+14,465.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.1% |
| 7D | +6.0% | +1.9% | +4.1% | +5.3% |
| 30D | -7.2% | -13.8% | +6.6% | -2.1% |
| 3M | -15.9% | -32.6% | +16.8% | -3.0% |
| 6M | +12.7% | -15.2% | +27.9% | +19.5% |
| YTD | +72.8% | +37.4% | +35.4% | +54.4% |
| 1Y | +122.9% | +5.1% | +117.7% | +117.3% |
| 3Y | +774.3% | +57.5% | +716.8% | +627.2% |
| 5Y | +2,049.5% | -58.7% | +2,108.2% | +2,439.6% |
| 10Y | +5,821.5% | +395.5% | +5,425.9% | +2,505.3% |
| All | +16,552.9% | +2,087.1% | +14,465.8% | +3,718.4% |
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