-0.8%
GFS vs GNRC
-61.9%
+61.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.8% |
| 7D | +4.5% | +3.2% | +1.3% | +3.1% |
| 30D | -8.2% | -9.5% | +1.3% | -4.3% |
| 3M | -38.9% | -28.5% | -10.3% | -29.2% |
| 6M | -2.9% | -10.0% | +7.1% | +2.5% |
| YTD | +31.8% | +36.7% | -5.0% | +18.6% |
| 1Y | +43.1% | +2.6% | +40.6% | +41.9% |
| 3Y | -20.6% | +61.9% | -82.6% | -35.5% |
| All | -0.8% | -61.9% | +61.0% | -3.3% |
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