+303.4%
XLE vs GNRC
+2,127.0%
-1,823.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +5.4% | +7.9% | -2.5% | +3.8% |
| 30D | -3.9% | -3.7% | -0.3% | -3.6% |
| 3M | +7.0% | -11.9% | +19.0% | +8.5% |
| 6M | +14.2% | -28.6% | +42.8% | +19.1% |
| YTD | +48.2% | +39.9% | +8.3% | +32.6% |
| 1Y | +47.7% | +23.4% | +24.3% | +35.2% |
| 3Y | +70.0% | +84.2% | -14.2% | +38.0% |
| 5Y | +169.1% | -57.3% | +226.5% | +184.8% |
| 10Y | +180.7% | +376.8% | -196.1% | +46.2% |
| All | +303.4% | +2,127.0% | -1,823.7% | +24.6% |
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