+11,575.9%
FIX vs GNRC
+2,151.7%
+9,424.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +17.0% | +11.9% | +5.1% | +12.4% |
| 30D | -30.6% | -10.0% | -20.6% | -27.3% |
| 3M | -35.0% | -13.1% | -22.0% | -31.5% |
| 6M | -44.0% | -28.5% | -15.5% | -36.7% |
| YTD | +21.1% | +41.4% | -20.3% | +7.4% |
| 1Y | +16.3% | +18.8% | -2.5% | +9.3% |
| 3Y | +507.4% | +86.3% | +421.1% | +382.2% |
| 5Y | +1,052.1% | -56.8% | +1,108.9% | +1,251.4% |
| 10Y | +3,650.8% | +382.1% | +3,268.8% | +1,572.7% |
| All | +11,575.9% | +2,151.7% | +9,424.2% | +2,555.8% |
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