+3,689.8%
FN vs GNRC
+1,933.8%
+1,756.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | +2.4% |
| 7D | -1.7% | +1.9% | -3.6% | -2.3% |
| 30D | -22.0% | -13.8% | -8.2% | -18.0% |
| 3M | -43.0% | -32.6% | -10.4% | -35.1% |
| 6M | -27.7% | -15.2% | -12.6% | -23.2% |
| YTD | -10.5% | +37.4% | -47.9% | -17.8% |
| 1Y | +12.5% | +5.1% | +7.3% | +11.1% |
| 3Y | +153.8% | +57.5% | +96.3% | +119.5% |
| 5Y | +288.0% | -58.7% | +346.7% | +346.1% |
| 10Y | +906.4% | +395.5% | +510.9% | +439.4% |
| All | +3,689.8% | +1,933.8% | +1,756.0% | +1,201.1% |
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 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