+299.8%
XLE vs GNRC
+2,120.5%
-1,820.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | 0.0% | +4.8% | -4.8% | -0.9% |
| 30D | +12.6% | -10.4% | +23.0% | +14.8% |
| 3M | +11.8% | -28.5% | +40.3% | +18.1% |
| 6M | +16.1% | -6.8% | +22.8% | +14.9% |
| YTD | +46.9% | +39.5% | +7.4% | +32.7% |
| 1Y | +53.3% | +3.4% | +49.9% | +46.2% |
| 3Y | +54.9% | +65.1% | -10.2% | +29.5% |
| 5Y | +225.7% | -57.1% | +282.8% | +245.8% |
| 10Y | +170.7% | +432.5% | -261.8% | +38.6% |
| All | +299.8% | +2,120.5% | -1,820.7% | +24.8% |
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 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