+0.7%
FPS vs GNRC
+4.4%
-3.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.2% | -4.0% |
| 7D | -4.6% | -0.7% | -3.8% | -3.9% |
| 30D | -22.6% | -15.8% | -6.7% | -12.6% |
| 3M | -45.1% | -24.0% | -21.1% | -33.3% |
| 6M | -17.8% | -13.8% | -4.1% | -9.4% |
| All | +0.7% | +4.4% | -3.7% | -4.0% |
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 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