+139.9%
XLC vs GNRC
+256.6%
-116.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.2% |
| 7D | -1.4% | +3.2% | -4.6% | -2.1% |
| 30D | -0.9% | -9.5% | +8.6% | +1.0% |
| 3M | -0.3% | -28.5% | +28.2% | +5.9% |
| 6M | -5.2% | -10.0% | +4.8% | -5.4% |
| YTD | -5.3% | +36.7% | -42.1% | -15.3% |
| 1Y | -2.8% | +2.6% | -5.4% | -7.7% |
| 3Y | +71.2% | +61.9% | +9.3% | +39.5% |
| 5Y | +37.6% | -59.0% | +96.6% | +52.7% |
| All | +139.9% | +256.6% | -116.8% | +9.6% |
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