+415.9%
XLU vs GNRC
+2,082.9%
-1,667.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -3.3% | -15.7% | +12.4% | -1.6% |
| 3M | -3.2% | -27.3% | +24.2% | -0.2% |
| 6M | -7.0% | -12.1% | +5.1% | -6.6% |
| YTD | +0.6% | +37.1% | -36.5% | -4.3% |
| 1Y | +2.4% | -0.5% | +2.9% | +0.6% |
| 3Y | +46.3% | +61.5% | -15.3% | +33.5% |
| 5Y | +44.0% | -58.6% | +102.5% | +47.8% |
| 10Y | +140.1% | +446.3% | -306.2% | +79.5% |
| All | +415.9% | +2,082.9% | -1,667.0% | +202.0% |
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