+2,104.1%
GNRC vs FLR
+48.4%
+2,055.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.2% |
| 7D | +3.2% | -3.1% | +6.3% | +4.0% |
| 30D | -9.5% | +4.9% | -14.5% | -10.7% |
| 3M | -28.5% | +10.8% | -39.4% | -30.6% |
| 6M | -10.0% | +19.7% | -29.6% | -14.6% |
| YTD | +36.7% | +38.4% | -1.6% | +25.1% |
| 1Y | +2.6% | +34.7% | -32.1% | -5.5% |
| 3Y | +61.9% | +56.7% | +5.2% | +39.3% |
| 5Y | -59.0% | +241.6% | -300.7% | -70.6% |
| 10Y | +444.8% | +20.2% | +424.6% | +371.8% |
| All | +2,104.1% | +48.4% | +2,055.7% | +1,657.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling