+17.7%
GFS vs GNRC
+17.5%
+0.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.5% | +3.6% | 0.0% |
| 7D | -12.5% | -6.0% | -6.5% | -9.1% |
| 30D | -16.9% | -12.0% | -4.9% | -10.6% |
| 3M | -22.3% | -13.4% | -8.9% | -15.7% |
| 6M | -40.2% | -26.4% | -13.9% | -27.3% |
| YTD | +16.0% | +38.8% | -22.9% | +4.0% |
| 1Y | +17.7% | +20.9% | -3.2% | +11.4% |
| All | +17.7% | +17.5% | +0.1% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling