+2,148.2%
GNRC vs FDS
+455.9%
+1,692.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +3.6% |
| 7D | +4.8% | -5.4% | +10.2% | +7.4% |
| 30D | -10.4% | +1.6% | -12.0% | -11.7% |
| 3M | -28.5% | +17.7% | -46.2% | -36.5% |
| 6M | -6.8% | +29.1% | -35.8% | -24.0% |
| YTD | +39.5% | +1.0% | +38.5% | +28.6% |
| 1Y | +3.4% | -21.6% | +25.0% | +10.1% |
| 3Y | +65.1% | -30.1% | +95.3% | +85.3% |
| 5Y | -57.1% | -20.7% | -36.3% | -54.7% |
| 10Y | +432.5% | +78.3% | +354.2% | +236.4% |
| All | +2,148.2% | +455.9% | +1,692.3% | +607.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling