-24.5%
XYL vs GNRC
+6.8%
-31.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.3% |
| 7D | -5.0% | +1.9% | -7.0% | -5.3% |
| 30D | -13.2% | -13.8% | +0.6% | -11.8% |
| 3M | -3.7% | -32.6% | +28.9% | +0.2% |
| 6M | -17.7% | -15.2% | -2.5% | -16.8% |
| YTD | -21.5% | +37.4% | -58.9% | -24.6% |
| 1Y | -24.5% | +5.1% | -29.6% | -25.8% |
| All | -24.5% | +6.8% | -31.3% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling