+123.0%
XRT vs GNRC
+448.8%
-325.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.5% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -4.5% | -15.7% | +11.2% | +0.2% |
| 3M | -3.1% | -27.3% | +24.3% | +5.0% |
| 6M | +4.2% | -12.1% | +16.3% | +5.1% |
| YTD | -0.1% | +37.1% | -37.2% | -13.3% |
| 1Y | -3.0% | -0.5% | -2.6% | -7.9% |
| 3Y | +41.8% | +61.5% | -19.7% | +10.8% |
| 5Y | -1.3% | -58.6% | +57.3% | +11.2% |
| All | +123.0% | +448.8% | -325.9% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling