+435.3%
GNRC vs XME
+421.4%
+14.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.5% |
| 7D | -0.2% | -4.2% | +4.0% | +2.4% |
| 30D | -15.7% | -2.7% | -13.0% | -14.5% |
| 3M | -27.3% | -3.9% | -23.4% | -25.9% |
| 6M | -12.1% | -1.0% | -11.1% | -12.3% |
| YTD | +37.1% | +9.8% | +27.3% | +28.0% |
| 1Y | -0.5% | +32.5% | -33.0% | -17.5% |
| 3Y | +61.5% | +124.3% | -62.8% | -3.5% |
| 5Y | -58.6% | +165.8% | -224.4% | -77.0% |
| All | +435.3% | +421.4% | +14.0% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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