+18.0%
EXE vs GNRC
+61.6%
-43.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.4% |
| 7D | -3.1% | -0.2% | -3.0% | -3.1% |
| 30D | -0.9% | -15.7% | +14.8% | +0.6% |
| 3M | +9.6% | -27.3% | +36.9% | +12.7% |
| 6M | -11.6% | -12.1% | +0.4% | -11.7% |
| YTD | -12.6% | +37.1% | -49.7% | -18.1% |
| 1Y | +1.2% | -0.5% | +1.6% | -1.0% |
| 3Y | +18.0% | +61.5% | -43.5% | +9.8% |
| All | +18.0% | +61.6% | -43.6% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling