+441.0%
GNRC vs FTV
+87.0%
+354.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.1% |
| 7D | +3.2% | -1.3% | +4.4% | +4.1% |
| 30D | -9.5% | -9.5% | 0.0% | -3.1% |
| 3M | -28.5% | -10.9% | -17.6% | -23.0% |
| 6M | -10.0% | -0.6% | -9.3% | -10.4% |
| YTD | +36.7% | +1.4% | +35.3% | +31.4% |
| 1Y | +2.6% | +17.6% | -15.1% | -12.0% |
| 3Y | +61.9% | -3.3% | +65.2% | +58.5% |
| 5Y | -59.0% | -0.1% | -58.9% | -60.7% |
| 10Y | +444.8% | +82.5% | +362.3% | +261.5% |
| All | +441.0% | +87.0% | +354.0% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling