+135.4%
XLP vs GNRC
+350.7%
-215.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.8% | +0.5% |
| 7D | +2.3% | -13.1% | +15.5% | +3.4% |
| 30D | +9.1% | -19.2% | +28.3% | +10.9% |
| 3M | +7.9% | -11.8% | +19.7% | +8.4% |
| 6M | +9.6% | -32.5% | +42.1% | +12.4% |
| YTD | +19.4% | +33.3% | -13.9% | +13.3% |
| 1Y | +22.4% | +16.0% | +6.3% | +17.6% |
| 3Y | +43.2% | +75.5% | -32.4% | +28.5% |
| 5Y | +42.6% | -58.7% | +101.3% | +50.3% |
| 10Y | +135.4% | +351.2% | -215.7% | +47.5% |
| All | +135.4% | +350.7% | -215.3% | +47.5% |
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 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