-18.9%
EXE vs GNRC
+17.5%
-36.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.5% | +6.6% | -2.8% |
| 7D | -4.7% | -6.0% | +1.3% | -4.6% |
| 30D | +1.0% | -12.0% | +13.0% | +1.1% |
| 3M | -5.6% | -13.4% | +7.8% | -5.4% |
| 6M | -12.3% | -26.4% | +14.0% | -11.7% |
| YTD | -19.5% | +38.8% | -58.3% | -20.4% |
| 1Y | -18.9% | +20.9% | -39.8% | -19.0% |
| All | -18.9% | +17.5% | -36.4% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling