+2,148.2%
GNRC vs EXEL
+821.2%
+1,326.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.9% |
| 7D | +4.8% | +1.4% | +3.5% | +4.6% |
| 30D | -10.4% | +6.7% | -17.0% | -11.4% |
| 3M | -28.5% | +11.5% | -39.9% | -29.9% |
| 6M | -6.8% | +38.8% | -45.6% | -12.1% |
| YTD | +39.5% | +31.6% | +7.9% | +32.4% |
| 1Y | +3.4% | +53.0% | -49.6% | -4.6% |
| 3Y | +65.1% | +160.8% | -95.7% | +37.3% |
| 5Y | -57.1% | +190.1% | -247.2% | -65.2% |
| 10Y | +432.5% | +367.0% | +65.5% | +277.8% |
| All | +2,148.2% | +821.2% | +1,326.9% | +1,005.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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