+11,336.7%
FIX vs GNRC
+2,022.1%
+9,314.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.7% |
| 7D | -13.9% | -13.1% | -0.8% | -8.8% |
| 30D | -35.5% | -19.2% | -16.4% | -29.8% |
| 3M | -33.9% | -11.8% | -22.1% | -30.7% |
| 6M | -43.3% | -32.5% | -10.8% | -34.6% |
| YTD | +18.7% | +33.3% | -14.6% | +7.5% |
| 1Y | +13.8% | +16.0% | -2.3% | +7.9% |
| 3Y | +495.0% | +75.5% | +419.4% | +382.6% |
| 5Y | +1,049.0% | -58.7% | +1,107.8% | +1,269.6% |
| 10Y | +3,644.4% | +351.2% | +3,293.2% | +1,610.1% |
| All | +11,336.7% | +2,022.1% | +9,314.6% | +2,558.1% |
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