+23.4%
GNRC vs FIVE
+62.4%
-39.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +7.9% | +2.7% | +5.3% | +7.5% |
| 30D | -3.7% | +12.7% | -16.3% | -5.2% |
| 3M | -11.9% | +2.1% | -14.0% | -11.9% |
| 6M | -28.6% | +17.5% | -46.1% | -30.2% |
| YTD | +39.9% | +31.0% | +8.9% | +30.2% |
| 1Y | +23.4% | +67.7% | -44.4% | +3.7% |
| All | +23.4% | +62.4% | -39.1% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling