+599.1%
XYZ vs GNRC
+448.8%
+150.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -1.4% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | +1.2% | -15.7% | +16.9% | +10.3% |
| 3M | +14.6% | -27.3% | +42.0% | +32.3% |
| 6M | +22.6% | -12.1% | +34.6% | +23.6% |
| YTD | +21.7% | +37.1% | -15.4% | -9.1% |
| 1Y | +6.7% | -0.5% | +7.2% | -5.3% |
| 3Y | +46.8% | +61.5% | -14.7% | -9.8% |
| 5Y | -68.0% | -58.6% | -9.5% | -56.7% |
| All | +599.1% | +448.8% | +150.3% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling