-23.7%
FPS vs GNRC
+9.6%
-33.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.9% |
| 7D | +13.6% | +7.9% | +5.6% | +7.2% |
| 30D | -32.4% | -3.7% | -28.7% | -27.1% |
| 3M | -41.1% | -11.9% | -29.2% | -32.2% |
| 6M | -51.4% | -28.6% | -22.8% | -35.8% |
| All | -23.7% | +9.6% | -33.4% | -26.0% |
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