-31.2%
GNRC vs FGI
-69.8%
+38.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.5% |
| 7D | +4.8% | +5.2% | -0.3% | +4.8% |
| 30D | -10.4% | +65.2% | -75.6% | -12.2% |
| 3M | -28.5% | +30.2% | -58.6% | -29.6% |
| 6M | -6.8% | +87.8% | -94.6% | -10.7% |
| YTD | +39.5% | +32.5% | +7.0% | +34.8% |
| 1Y | +3.4% | +93.6% | -90.2% | -3.7% |
| 3Y | +65.1% | -2.6% | +67.7% | +56.3% |
| All | -31.2% | -69.8% | +38.6% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling