+69.7%
XLC vs GNRC
+57.0%
+12.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.9% |
| 7D | -1.7% | -0.7% | -0.9% | -1.6% |
| 30D | +0.2% | -15.8% | +16.0% | +2.0% |
| 3M | +0.7% | -24.0% | +24.7% | +3.0% |
| 6M | -4.5% | -13.8% | +9.3% | -4.6% |
| YTD | -4.7% | +33.2% | -38.0% | -12.0% |
| 1Y | -1.5% | -1.8% | +0.3% | -4.5% |
| All | +69.7% | +57.0% | +12.7% | +45.2% |
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