-57.4%
GNRC vs FTV
-2.3%
-55.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | -0.2% | -4.0% | +3.8% | +3.2% |
| 30D | -15.7% | -11.0% | -4.7% | -7.3% |
| 3M | -27.3% | -8.4% | -18.9% | -22.7% |
| 6M | -12.1% | -2.6% | -9.5% | -11.5% |
| YTD | +37.1% | -0.6% | +37.7% | +31.5% |
| 1Y | -0.5% | +11.0% | -11.4% | -14.6% |
| 3Y | +61.5% | -6.3% | +67.9% | +59.2% |
| All | -57.4% | -2.3% | -55.1% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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