+20.7%
XYZ vs GNRC
+17.5%
+3.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -9.5% | +24.8% | +15.6% |
| 7D | +16.5% | -6.0% | +22.5% | +16.4% |
| 30D | +15.0% | -12.0% | +27.0% | +15.4% |
| 3M | +3.5% | -13.4% | +16.9% | +4.0% |
| 6M | +21.9% | -26.4% | +48.2% | +23.1% |
| YTD | +34.6% | +38.8% | -4.2% | +20.6% |
| 1Y | +20.7% | +20.9% | -0.2% | +11.5% |
| All | +20.7% | +17.5% | +3.2% | +11.5% |
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