+950.9%
FN vs GNRC
+425.3%
+525.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.2% |
| 7D | +5.8% | +3.2% | +2.6% | +4.6% |
| 30D | -20.6% | -9.5% | -11.1% | -17.5% |
| 3M | -28.6% | -28.5% | -0.1% | -19.3% |
| 6M | -20.7% | -10.0% | -10.8% | -16.8% |
| YTD | -8.1% | +36.7% | -44.9% | -16.2% |
| 1Y | +13.3% | +2.6% | +10.8% | +12.8% |
| 3Y | +175.7% | +61.9% | +113.8% | +133.0% |
| 5Y | +297.4% | -59.0% | +356.4% | +379.4% |
| 10Y | +950.9% | +444.8% | +506.1% | +291.9% |
| All | +950.9% | +425.3% | +525.6% | +291.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling