+14.9%
XYL vs GNRC
+61.6%
-46.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -11.9% | -15.7% | +3.8% | -9.0% |
| 3M | -1.5% | -27.3% | +25.8% | +4.1% |
| 6M | -11.9% | -12.1% | +0.2% | -11.2% |
| YTD | -20.6% | +37.1% | -57.7% | -28.2% |
| 1Y | -23.5% | -0.5% | -23.0% | -25.9% |
| 3Y | +14.9% | +61.5% | -46.7% | -3.3% |
| All | +14.9% | +61.6% | -46.8% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling