+398.0%
XLP vs GNRC
+2,087.1%
-1,689.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.0% |
| 7D | -1.0% | +1.9% | -2.9% | -1.2% |
| 30D | -0.9% | -13.8% | +12.9% | +0.4% |
| 3M | +3.8% | -32.6% | +36.5% | +7.2% |
| 6M | -1.7% | -15.2% | +13.4% | -1.2% |
| YTD | +10.3% | +37.4% | -27.1% | +5.1% |
| 1Y | +7.8% | +5.1% | +2.6% | +5.2% |
| 3Y | +27.2% | +57.5% | -30.3% | +16.8% |
| 5Y | +32.5% | -58.7% | +91.2% | +36.8% |
| 10Y | +101.8% | +395.5% | -293.7% | +47.1% |
| All | +398.0% | +2,087.1% | -1,689.1% | +191.4% |
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