+174.8%
EXE vs GNRC
-32.6%
+207.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | -2.7% | +3.2% | -5.9% | -3.1% |
| 30D | -0.4% | -9.5% | +9.1% | +0.7% |
| 3M | +9.5% | -28.5% | +38.0% | +13.4% |
| 6M | -9.3% | -10.0% | +0.6% | -9.4% |
| YTD | -10.9% | +36.7% | -47.7% | -16.2% |
| 1Y | +4.3% | +2.6% | +1.7% | +1.5% |
| 3Y | +18.8% | +61.9% | -43.1% | +6.3% |
| 5Y | +101.4% | -59.0% | +160.4% | +97.5% |
| All | +174.8% | -32.6% | +207.4% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling