+3,142.0%
FN vs GNRC
+1,873.3%
+1,268.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.7% | -1.1% | -3.5% |
| 7D | -4.1% | -13.1% | +9.1% | +0.9% |
| 30D | -28.3% | -19.2% | -9.1% | -22.5% |
| 3M | -33.9% | -11.8% | -22.1% | -30.6% |
| 6M | -43.9% | -32.5% | -11.4% | -35.8% |
| YTD | -23.4% | +33.3% | -56.7% | -28.7% |
| 1Y | -25.4% | +16.0% | -41.5% | -27.7% |
| 3Y | +107.9% | +75.5% | +32.3% | +76.5% |
| 5Y | +195.1% | -58.7% | +253.8% | +243.7% |
| 10Y | +794.1% | +351.2% | +442.9% | +394.7% |
| All | +3,142.0% | +1,873.3% | +1,268.7% | +1,029.3% |
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