-2.4%
GFS vs GNRC
-61.7%
+59.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.5% |
| 7D | +1.0% | +1.9% | -0.9% | +0.2% |
| 30D | -8.6% | -13.8% | +5.2% | -2.6% |
| 3M | -46.5% | -32.6% | -13.9% | -36.5% |
| 6M | -4.8% | -15.2% | +10.4% | +2.8% |
| YTD | +29.7% | +37.4% | -7.7% | +16.5% |
| 1Y | +35.8% | +5.1% | +30.7% | +33.4% |
| 3Y | -18.3% | +57.5% | -75.9% | -33.1% |
| All | -2.4% | -61.7% | +59.3% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling