+5.7%
XLP vs GNRC
+1.4%
+4.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | -2.9% | +3.2% | -6.1% | -2.9% |
| 30D | -2.2% | -9.5% | +7.3% | -2.3% |
| 3M | -0.6% | -28.5% | +28.0% | -0.8% |
| 6M | -2.2% | -10.0% | +7.8% | -3.8% |
| YTD | +8.3% | +36.7% | -28.5% | +4.4% |
| 1Y | +5.7% | +2.6% | +3.2% | +2.2% |
| All | +5.7% | +1.4% | +4.4% | +2.2% |
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 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