+295.8%
FTI vs GNRC
+448.8%
-153.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.3% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +1.5% | -15.7% | +17.2% | +5.8% |
| 3M | +8.2% | -27.3% | +35.5% | +16.1% |
| 6M | +18.8% | -12.1% | +30.9% | +19.8% |
| YTD | +71.7% | +37.1% | +34.6% | +53.0% |
| 1Y | +90.0% | -0.5% | +90.5% | +82.2% |
| 3Y | +270.5% | +61.5% | +209.0% | +200.1% |
| 5Y | +1,084.5% | -58.6% | +1,143.1% | +1,272.8% |
| All | +295.8% | +448.8% | -153.0% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling