+35.5%
XLV vs GNRC
-58.7%
+94.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -1.8% | -15.7% | +13.9% | -0.5% |
| 3M | +7.8% | -27.3% | +35.1% | +10.2% |
| 6M | +9.1% | -12.1% | +21.2% | +9.1% |
| YTD | +7.7% | +37.1% | -29.4% | +2.8% |
| 1Y | +20.4% | -0.5% | +20.9% | +18.2% |
| 3Y | +30.8% | +61.5% | -30.8% | +20.1% |
| All | +35.5% | -58.7% | +94.2% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling