-34.2%
GNRC vs FGI
-70.0%
+35.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -13.1% | -4.1% | -9.0% | -13.1% |
| 30D | -19.2% | -3.4% | -15.8% | -19.2% |
| 3M | -11.8% | +61.8% | -73.6% | -13.5% |
| 6M | -32.5% | +17.0% | -49.6% | -33.5% |
| YTD | +33.3% | +31.4% | +1.9% | +28.8% |
| 1Y | +16.0% | +42.7% | -26.6% | +11.4% |
| 3Y | +75.5% | -0.1% | +75.7% | +65.8% |
| All | -34.2% | -70.0% | +35.8% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling