+81.8%
XLI vs GNRC
-58.7%
+140.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | +0.5% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -7.3% | -15.7% | +8.5% | -4.4% |
| 3M | -1.3% | -27.3% | +26.0% | +4.0% |
| 6M | +2.2% | -12.1% | +14.3% | +3.5% |
| YTD | +11.7% | +37.1% | -25.4% | +3.8% |
| 1Y | +14.3% | -0.5% | +14.7% | +11.9% |
| 3Y | +70.3% | +61.5% | +8.8% | +49.5% |
| All | +81.8% | -58.7% | +140.5% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling