+442.0%
XLP vs GNRC
+2,164.8%
-1,722.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.3% | -0.1% |
| 7D | -0.5% | +2.5% | -3.0% | -0.8% |
| 30D | +8.3% | -11.2% | +19.5% | +9.2% |
| 3M | +8.7% | -10.1% | +18.8% | +9.1% |
| 6M | +11.2% | -28.5% | +39.7% | +13.4% |
| YTD | +20.0% | +42.3% | -22.3% | +13.4% |
| 1Y | +21.3% | +22.8% | -1.5% | +16.2% |
| 3Y | +43.8% | +87.3% | -43.5% | +29.2% |
| 5Y | +43.3% | -56.9% | +100.2% | +46.8% |
| 10Y | +136.8% | +384.9% | -248.1% | +72.2% |
| All | +442.0% | +2,164.8% | -1,722.8% | +214.4% |
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