+28.7%
XLY vs GNRC
-59.6%
+88.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +1.2% |
| 7D | -1.8% | -5.5% | +3.7% | -0.5% |
| 30D | -4.5% | -19.3% | +14.8% | +0.2% |
| 3M | -3.0% | -32.5% | +29.5% | +5.4% |
| 6M | +2.2% | -11.7% | +13.9% | +2.9% |
| YTD | -5.1% | +29.8% | -34.9% | -14.5% |
| 1Y | -4.7% | -4.0% | -0.7% | -7.7% |
| 3Y | +32.3% | +58.1% | -25.8% | +7.8% |
| 5Y | +28.7% | -59.2% | +87.9% | +38.5% |
| All | +28.7% | -59.6% | +88.3% | +38.5% |
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