+30.9%
XLB vs GNRC
+57.0%
-26.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | -3.5% | -0.7% | -2.8% | -3.4% |
| 30D | -4.7% | -15.8% | +11.2% | -1.9% |
| 3M | +2.7% | -24.0% | +26.7% | +6.8% |
| 6M | +2.6% | -13.8% | +16.4% | +3.5% |
| YTD | +12.8% | +33.2% | -20.4% | +3.8% |
| 1Y | +14.0% | -1.8% | +15.8% | +10.7% |
| All | +30.9% | +57.0% | -26.1% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling