+2,086.6%
XLK vs GNRC
+2,082.9%
+3.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -0.6% | -15.7% | +15.1% | +3.5% |
| 3M | +2.6% | -27.3% | +29.9% | +10.5% |
| 6M | +34.0% | -12.1% | +46.0% | +36.7% |
| YTD | +30.7% | +37.1% | -6.4% | +18.6% |
| 1Y | +39.2% | -0.5% | +39.7% | +35.7% |
| 3Y | +120.4% | +61.5% | +58.9% | +85.0% |
| 5Y | +148.8% | -58.6% | +207.4% | +171.7% |
| 10Y | +803.3% | +446.3% | +357.0% | +434.9% |
| All | +2,086.6% | +2,082.9% | +3.7% | +832.8% |
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