+5.1%
GNRC vs FLR
+31.2%
-26.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.4% |
| 7D | +1.9% | +5.4% | -3.5% | -0.6% |
| 30D | -13.8% | +11.4% | -25.2% | -18.9% |
| 3M | -32.6% | +11.4% | -44.0% | -36.4% |
| 6M | -15.2% | +16.6% | -31.8% | -23.2% |
| YTD | +37.4% | +41.7% | -4.3% | +8.4% |
| 1Y | +5.1% | +35.4% | -30.3% | -11.8% |
| All | +5.1% | +31.2% | -26.1% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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