-61.0%
FLNC vs GNRC
+61.6%
-122.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | +0.4% |
| 7D | -4.1% | -0.2% | -3.9% | -3.7% |
| 30D | -24.8% | -15.7% | -9.0% | -15.1% |
| 3M | -59.1% | -27.3% | -31.8% | -48.5% |
| 6M | -42.0% | -12.1% | -29.9% | -37.7% |
| YTD | -49.8% | +37.1% | -86.9% | -63.2% |
| 1Y | +43.1% | -0.5% | +43.5% | +36.3% |
| 3Y | -61.0% | +61.5% | -122.5% | -71.1% |
| All | -61.0% | +61.6% | -122.6% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling