+770.9%
XBI vs GNRC
+2,082.9%
-1,312.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.3% |
| 7D | -4.6% | -0.2% | -4.5% | -4.6% |
| 30D | -2.0% | -15.7% | +13.7% | +2.9% |
| 3M | +17.8% | -27.3% | +45.1% | +28.0% |
| 6M | +23.7% | -12.1% | +35.8% | +25.2% |
| YTD | +28.2% | +37.1% | -8.9% | +11.9% |
| 1Y | +64.0% | -0.5% | +64.4% | +56.3% |
| 3Y | +99.4% | +61.5% | +37.9% | +57.1% |
| 5Y | +19.3% | -58.6% | +77.9% | +33.1% |
| 10Y | +158.7% | +446.3% | -287.6% | +27.6% |
| All | +770.9% | +2,082.9% | -1,312.0% | +179.7% |
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