-57.7%
GNRC vs FRSH
-72.5%
+14.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.8% | +2.9% |
| 7D | -0.2% | -6.6% | +6.4% | +1.5% |
| 30D | -15.7% | +2.1% | -17.8% | -16.7% |
| 3M | -27.3% | +29.0% | -56.3% | -33.2% |
| 6M | -12.1% | +48.6% | -60.7% | -23.7% |
| YTD | +37.1% | -2.9% | +40.1% | +33.1% |
| 1Y | -0.5% | -7.9% | +7.4% | -1.8% |
| 3Y | +61.5% | -46.5% | +108.0% | +81.9% |
| All | -57.7% | -72.5% | +14.8% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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