+5.1%
GNRC vs FDS
-17.4%
+22.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +1.6% |
| 7D | +1.9% | -1.9% | +3.8% | +1.5% |
| 30D | -13.8% | +9.0% | -22.8% | -12.0% |
| 3M | -32.6% | +18.9% | -51.5% | -28.4% |
| 6M | -15.2% | +35.1% | -50.3% | -8.6% |
| YTD | +37.4% | +5.5% | +31.9% | +56.6% |
| 1Y | +5.1% | -16.8% | +22.0% | +23.8% |
| All | +5.1% | -17.4% | +22.5% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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