-0.5%
GNRC vs FIVE
+66.5%
-66.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.6% | +2.6% |
| 7D | -0.2% | -3.0% | +2.8% | +0.5% |
| 30D | -15.7% | +2.7% | -18.4% | -16.2% |
| 3M | -27.3% | +21.1% | -48.4% | -30.4% |
| 6M | -12.1% | +11.9% | -24.0% | -15.1% |
| YTD | +37.1% | +29.9% | +7.3% | +24.7% |
| 1Y | -0.5% | +67.8% | -68.3% | -18.4% |
| All | -0.5% | +66.5% | -66.9% | -18.4% |
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