+2,047.2%
GNRC vs XME
+201.0%
+1,846.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -0.6% |
| 7D | -0.7% | -3.0% | +2.3% | +0.9% |
| 30D | -15.8% | -2.6% | -13.2% | -14.8% |
| 3M | -24.0% | +2.2% | -26.2% | -25.1% |
| 6M | -13.8% | +0.7% | -14.5% | -14.6% |
| YTD | +33.2% | +10.9% | +22.3% | +25.0% |
| 1Y | -1.8% | +35.7% | -37.5% | -17.5% |
| 3Y | +57.7% | +127.1% | -69.4% | +0.5% |
| 5Y | -59.7% | +168.5% | -228.2% | -76.0% |
| 10Y | +430.7% | +416.9% | +13.8% | +114.5% |
| All | +2,047.2% | +201.0% | +1,846.3% | +1,027.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling