-56.8%
GNRC vs FIVE
+18.5%
-75.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.1% |
| 7D | +11.9% | +2.4% | +9.5% | +11.0% |
| 30D | -10.0% | +15.8% | -25.8% | -15.0% |
| 3M | -13.1% | +3.8% | -16.9% | -14.9% |
| 6M | -28.5% | +18.5% | -47.0% | -34.1% |
| YTD | +41.4% | +31.2% | +10.2% | +24.1% |
| 1Y | +18.8% | +61.8% | -43.1% | -4.1% |
| 3Y | +86.3% | +39.9% | +46.4% | +51.8% |
| 5Y | -56.8% | +18.3% | -75.1% | -65.2% |
| All | -56.8% | +18.5% | -75.4% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling