+492.8%
XRT vs GNRC
+2,077.0%
-1,584.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.1% |
| 7D | -2.4% | +3.2% | -5.6% | -3.2% |
| 30D | -6.9% | -9.5% | +2.6% | -4.7% |
| 3M | -0.4% | -28.5% | +28.1% | +7.5% |
| 6M | +2.2% | -10.0% | +12.2% | +2.5% |
| YTD | -0.7% | +36.7% | -37.4% | -12.2% |
| 1Y | -2.0% | +2.6% | -4.6% | -6.9% |
| 3Y | +41.0% | +61.9% | -20.9% | +14.1% |
| 5Y | -3.3% | -59.0% | +55.7% | +5.8% |
| 10Y | +124.8% | +444.8% | -319.9% | +20.4% |
| All | +492.8% | +2,077.0% | -1,584.2% | +113.1% |
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