-57.4%
GNRC vs FLR
+238.1%
-295.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.5% |
| 7D | -0.2% | -3.5% | +3.3% | +1.1% |
| 30D | -15.7% | +4.2% | -19.9% | -17.1% |
| 3M | -27.3% | +8.1% | -35.4% | -30.0% |
| 6M | -12.1% | +21.5% | -33.6% | -19.5% |
| YTD | +37.1% | +36.8% | +0.4% | +19.8% |
| 1Y | -0.5% | +31.2% | -31.7% | -11.6% |
| 3Y | +61.5% | +53.9% | +7.6% | +23.6% |
| All | -57.4% | +238.1% | -295.5% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling