+27.1%
XLP vs GNRC
+62.7%
-35.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -1.4% | +4.8% | -6.3% | -1.6% |
| 30D | -1.3% | -10.4% | +9.1% | -1.0% |
| 3M | +1.8% | -28.5% | +30.3% | +2.8% |
| 6M | -0.8% | -6.8% | +6.0% | -1.7% |
| YTD | +9.5% | +39.5% | -30.0% | +5.8% |
| 1Y | +7.2% | +3.4% | +3.8% | +5.1% |
| 3Y | +27.1% | +65.1% | -38.0% | +19.1% |
| All | +27.1% | +62.7% | -35.6% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling