+572.5%
XLF vs GNRC
+2,020.8%
-1,448.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.2% | +0.2% |
| 7D | -2.9% | -0.7% | -2.1% | -2.8% |
| 30D | -1.6% | -15.8% | +14.2% | +1.9% |
| 3M | +9.3% | -24.0% | +33.3% | +14.7% |
| 6M | +14.6% | -13.8% | +28.4% | +15.7% |
| YTD | +4.7% | +33.2% | -28.5% | -5.2% |
| 1Y | +8.6% | -1.8% | +10.4% | +4.7% |
| 3Y | +73.9% | +57.7% | +16.1% | +44.8% |
| 5Y | +65.0% | -59.7% | +124.8% | +78.6% |
| 10Y | +250.4% | +430.7% | -180.3% | +81.1% |
| All | +572.5% | +2,020.8% | -1,448.3% | +113.7% |
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