+296.4%
FN vs GNRC
-57.1%
+353.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | +3.5% | +4.8% | -1.3% | +1.9% |
| 30D | -26.0% | -10.4% | -15.6% | -23.0% |
| 3M | -33.3% | -28.5% | -4.8% | -25.3% |
| 6M | -14.9% | -6.8% | -8.2% | -11.6% |
| YTD | -8.6% | +39.5% | -48.0% | -15.2% |
| 1Y | +12.3% | +3.4% | +8.9% | +12.5% |
| 3Y | +174.4% | +65.1% | +109.3% | +141.1% |
| 5Y | +296.4% | -57.1% | +353.5% | +270.7% |
| All | +296.4% | -57.1% | +353.5% | +270.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling