+70.0%
XLE vs GNRC
+86.4%
-16.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +5.4% | +7.9% | -2.5% | +4.6% |
| 30D | -3.9% | -3.7% | -0.3% | -3.7% |
| 3M | +7.0% | -11.9% | +19.0% | +7.9% |
| 6M | +14.2% | -28.6% | +42.8% | +16.9% |
| YTD | +48.2% | +39.9% | +8.3% | +35.2% |
| 1Y | +47.7% | +23.4% | +24.3% | +37.2% |
| 3Y | +70.0% | +84.2% | -14.2% | +41.8% |
| All | +70.0% | +86.4% | -16.4% | +41.8% |
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