+566.1%
XYZ vs GNRC
+377.3%
+188.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.7% |
| 7D | -2.1% | +11.9% | -14.0% | -7.9% |
| 30D | +7.0% | -10.0% | +17.0% | +10.8% |
| 3M | +5.1% | -13.1% | +18.2% | +8.5% |
| 6M | +14.1% | -28.5% | +42.5% | +26.5% |
| YTD | +26.4% | +41.4% | -15.1% | -11.0% |
| 1Y | +25.1% | +18.8% | +6.3% | -3.0% |
| 3Y | +59.7% | +86.3% | -26.5% | -13.4% |
| 5Y | -63.8% | -56.8% | -7.0% | -53.2% |
| All | +566.1% | +377.3% | +188.8% | +105.9% |
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