+61.5%
GNRC vs FDS
-37.4%
+98.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.2% | +2.9% |
| 7D | -0.2% | -14.0% | +13.8% | -0.4% |
| 30D | -15.7% | -6.2% | -9.5% | -15.8% |
| 3M | -27.3% | +10.2% | -37.5% | -27.2% |
| 6M | -12.1% | +27.4% | -39.5% | -15.1% |
| YTD | +37.1% | -9.3% | +46.4% | +47.3% |
| 1Y | -0.5% | -28.6% | +28.2% | +17.8% |
| 3Y | +61.5% | -36.8% | +98.3% | +94.9% |
| All | +61.5% | -37.4% | +98.9% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling