+64.3%
GNRC vs FIVE
+56.6%
+7.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +4.8% | +3.7% | +1.2% | +4.0% |
| 30D | -10.4% | +4.0% | -14.3% | -11.2% |
| 3M | -28.5% | +36.2% | -64.7% | -33.3% |
| 6M | -6.8% | +18.0% | -24.8% | -10.9% |
| YTD | +39.5% | +34.9% | +4.6% | +29.4% |
| 1Y | +3.4% | +67.9% | -64.5% | -8.8% |
| All | +64.3% | +56.6% | +7.7% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling