+435.3%
GNRC vs XHB
+215.4%
+219.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +1.5% |
| 7D | -0.2% | -4.6% | +4.4% | +4.2% |
| 30D | -15.7% | -9.1% | -6.6% | -8.2% |
| 3M | -27.3% | -8.6% | -18.8% | -21.6% |
| 6M | -12.1% | -4.0% | -8.0% | -9.7% |
| YTD | +37.1% | -3.9% | +41.1% | +40.1% |
| 1Y | -0.5% | -16.5% | +16.0% | +15.8% |
| 3Y | +61.5% | +22.6% | +38.9% | +27.5% |
| 5Y | -58.6% | +33.9% | -92.5% | -69.2% |
| All | +435.3% | +215.4% | +219.9% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling