+25.1%
XYZ vs GNRC
+21.5%
+3.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -4.0% |
| 7D | -2.1% | +11.9% | -14.0% | -2.6% |
| 30D | +7.0% | -10.0% | +17.0% | +7.2% |
| 3M | +5.1% | -13.1% | +18.2% | +5.5% |
| 6M | +14.1% | -28.5% | +42.5% | +15.4% |
| YTD | +26.4% | +41.4% | -15.1% | +13.6% |
| 1Y | +25.1% | +18.8% | +6.3% | +18.0% |
| All | +25.1% | +21.5% | +3.6% | +18.0% |
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