+843.1%
XLY vs GNRC
+2,082.9%
-1,239.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -4.2% | -15.7% | +11.6% | -0.4% |
| 3M | -2.7% | -27.3% | +24.7% | +3.9% |
| 6M | -0.6% | -12.1% | +11.4% | +0.4% |
| YTD | -5.0% | +37.1% | -42.1% | -14.7% |
| 1Y | -4.1% | -0.5% | -3.6% | -7.5% |
| 3Y | +33.6% | +61.5% | -27.9% | +10.8% |
| 5Y | +28.7% | -58.6% | +87.3% | +38.6% |
| 10Y | +219.6% | +446.3% | -226.7% | +86.7% |
| All | +843.1% | +2,082.9% | -1,239.8% | +287.1% |
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