+48.3%
XLE vs GNRC
+6.8%
+41.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -0.9% |
| 7D | +2.2% | +1.9% | +0.3% | +2.2% |
| 30D | +11.8% | -13.8% | +25.6% | +11.8% |
| 3M | +9.8% | -32.6% | +42.5% | +10.3% |
| 6M | +15.6% | -15.2% | +30.8% | +14.9% |
| YTD | +45.3% | +37.4% | +7.9% | +38.6% |
| 1Y | +48.3% | +5.1% | +43.2% | +40.6% |
| All | +48.3% | +6.8% | +41.5% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling