-22.0%
GFS vs GNRC
+61.2%
-83.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.0% |
| 7D | +4.5% | +3.2% | +1.3% | +2.7% |
| 30D | -8.2% | -9.5% | +1.3% | -3.3% |
| 3M | -38.9% | -28.5% | -10.3% | -26.8% |
| 6M | -2.9% | -10.0% | +7.1% | +3.9% |
| YTD | +31.8% | +36.7% | -5.0% | +17.0% |
| 1Y | +43.1% | +2.6% | +40.6% | +42.0% |
| All | -22.0% | +61.2% | -83.2% | -36.1% |
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