+106.2%
XLP vs GNRC
+425.3%
-319.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -2.9% | +3.2% | -6.1% | -3.2% |
| 30D | -2.2% | -9.5% | +7.3% | -1.4% |
| 3M | -0.6% | -28.5% | +28.0% | +2.1% |
| 6M | -2.2% | -10.0% | +7.8% | -2.4% |
| YTD | +8.3% | +36.7% | -28.5% | +3.1% |
| 1Y | +5.7% | +2.6% | +3.2% | +3.3% |
| 3Y | +25.7% | +61.9% | -36.2% | +14.5% |
| 5Y | +31.3% | -59.0% | +90.3% | +39.0% |
| 10Y | +106.2% | +444.8% | -338.6% | +30.2% |
| All | +106.2% | +425.3% | -319.1% | +30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling