+50.9%
XYZ vs GNRC
+62.7%
-11.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.7% |
| 7D | +2.9% | +4.8% | -2.0% | +1.3% |
| 30D | +1.4% | -10.4% | +11.8% | +4.6% |
| 3M | +14.6% | -28.5% | +43.0% | +25.4% |
| 6M | +20.8% | -6.8% | +27.5% | +18.3% |
| YTD | +23.1% | +39.5% | -16.4% | -1.7% |
| 1Y | +5.6% | +3.4% | +2.3% | -4.1% |
| 3Y | +50.9% | +65.1% | -14.2% | -2.2% |
| All | +50.9% | +62.7% | -11.8% | -2.2% |
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