-18.5%
FN vs GNRC
+18.7%
-37.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.2% | -6.6% |
| 7D | +0.3% | +7.9% | -7.7% | -4.2% |
| 30D | -16.5% | -3.7% | -12.9% | -13.6% |
| 3M | -42.1% | -11.9% | -30.2% | -36.3% |
| 6M | -52.9% | -28.6% | -24.3% | -41.6% |
| YTD | -28.0% | +39.9% | -67.9% | -29.1% |
| 1Y | -18.5% | +23.4% | -41.9% | -14.1% |
| All | -18.5% | +18.7% | -37.2% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling