+12.3%
XLI vs GNRC
+17.5%
-5.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.5% | +8.5% | +0.5% |
| 7D | +0.6% | -6.0% | +6.5% | +1.5% |
| 30D | -0.4% | -12.0% | +11.6% | +1.5% |
| 3M | -8.8% | -13.4% | +4.6% | -6.9% |
| 6M | -0.4% | -26.4% | +26.0% | +4.2% |
| YTD | +10.1% | +38.8% | -28.7% | +1.1% |
| 1Y | +12.3% | +20.9% | -8.6% | +6.1% |
| All | +12.3% | +17.5% | -5.2% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling