+2,943.1%
FN vs GNRC
+1,819.1%
+1,124.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.6% | +9.1% | +10.8% |
| 7D | 0.0% | -10.7% | +10.6% | +4.1% |
| 30D | -34.3% | -20.1% | -14.2% | -28.8% |
| 3M | -39.9% | -16.3% | -23.6% | -35.9% |
| 6M | -51.8% | -33.9% | -17.9% | -44.6% |
| YTD | -28.1% | +29.6% | -57.8% | -32.6% |
| 1Y | -29.1% | +14.9% | -44.0% | -31.1% |
| 3Y | +102.4% | +72.5% | +29.9% | +72.7% |
| 5Y | +171.7% | -60.1% | +231.7% | +219.2% |
| 10Y | +773.5% | +375.3% | +398.2% | +377.4% |
| All | +2,943.1% | +1,819.1% | +1,124.0% | +967.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling