+174.4%
FN vs GNRC
+62.7%
+111.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.4% |
| 7D | +3.5% | +4.8% | -1.3% | +1.1% |
| 30D | -26.0% | -10.4% | -15.6% | -21.4% |
| 3M | -33.3% | -28.5% | -4.8% | -21.1% |
| 6M | -14.9% | -6.8% | -8.2% | -10.3% |
| YTD | -8.6% | +39.5% | -48.0% | -18.9% |
| 1Y | +12.3% | +3.4% | +8.9% | +12.4% |
| 3Y | +174.4% | +65.1% | +109.3% | +136.6% |
| All | +174.4% | +62.7% | +111.7% | +136.6% |
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