+370.6%
XLB vs GNRC
+2,077.0%
-1,706.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.6% |
| 7D | -2.9% | +3.2% | -6.1% | -3.6% |
| 30D | -3.4% | -9.5% | +6.1% | -1.4% |
| 3M | +1.6% | -28.5% | +30.1% | +8.5% |
| 6M | +3.6% | -10.0% | +13.6% | +4.1% |
| YTD | +14.2% | +36.7% | -22.5% | +3.4% |
| 1Y | +15.6% | +2.6% | +13.0% | +11.0% |
| 3Y | +33.1% | +61.9% | -28.8% | +11.0% |
| 5Y | +35.0% | -59.0% | +94.1% | +46.2% |
| 10Y | +164.5% | +444.8% | -280.2% | +39.5% |
| All | +370.6% | +2,077.0% | -1,706.3% | +57.7% |
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