-59.7%
GNRC vs FDS
-28.1%
-31.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.8% | +3.2% | -0.9% |
| 7D | -0.7% | -16.0% | +15.2% | +4.1% |
| 30D | -15.8% | -6.7% | -9.1% | -14.6% |
| 3M | -24.0% | +6.0% | -30.0% | -26.9% |
| 6M | -13.8% | +25.1% | -38.9% | -25.4% |
| YTD | +33.2% | -8.1% | +41.4% | +37.1% |
| 1Y | -1.8% | -26.0% | +24.2% | +16.8% |
| 3Y | +57.7% | -36.4% | +94.1% | +101.0% |
| 5Y | -59.7% | -27.7% | -32.0% | -45.7% |
| All | -59.7% | -28.1% | -31.6% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling