+74.2%
XLF vs GNRC
+61.6%
+12.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.3% | +0.3% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -1.2% | -15.7% | +14.6% | +0.8% |
| 3M | +9.2% | -27.3% | +36.5% | +12.8% |
| 6M | +16.3% | -12.1% | +28.4% | +16.0% |
| YTD | +5.4% | +37.1% | -31.7% | -3.0% |
| 1Y | +7.6% | -0.5% | +8.1% | +4.2% |
| 3Y | +74.2% | +61.5% | +12.7% | +50.5% |
| All | +74.2% | +61.6% | +12.6% | +50.5% |
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