+226.0%
XLE vs GNRC
-60.2%
+286.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | +0.5% | -0.7% | +1.2% | +0.5% |
| 30D | +6.6% | -15.8% | +22.4% | +8.3% |
| 3M | +12.3% | -24.0% | +36.3% | +14.7% |
| 6M | +18.4% | -13.8% | +32.2% | +18.6% |
| YTD | +47.2% | +33.2% | +14.0% | +39.5% |
| 1Y | +50.3% | -1.8% | +52.1% | +46.9% |
| 3Y | +55.3% | +57.7% | -2.4% | +41.3% |
| 5Y | +226.0% | -59.7% | +285.7% | +223.9% |
| All | +226.0% | -60.2% | +286.1% | +223.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling