-2.6%
XRT vs GNRC
-60.2%
+57.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.1% |
| 7D | -3.6% | -0.7% | -2.8% | -3.4% |
| 30D | -6.7% | -15.8% | +9.1% | -2.5% |
| 3M | -1.4% | -24.0% | +22.6% | +4.7% |
| 6M | +1.7% | -13.8% | +15.5% | +2.9% |
| YTD | -1.5% | +33.2% | -34.7% | -13.2% |
| 1Y | -2.5% | -1.8% | -0.7% | -6.8% |
| 3Y | +39.9% | +57.7% | -17.8% | +11.4% |
| 5Y | -2.6% | -59.7% | +57.1% | +2.1% |
| All | -2.6% | -60.2% | +57.5% | +2.1% |
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 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