-68.4%
XYZ vs GNRC
-58.2%
-10.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.1% |
| 7D | -3.7% | +3.2% | -6.9% | -5.3% |
| 30D | +0.5% | -9.5% | +10.0% | +5.0% |
| 3M | +16.3% | -28.5% | +44.8% | +33.8% |
| 6M | +21.1% | -10.0% | +31.1% | +20.3% |
| YTD | +22.0% | +36.7% | -14.8% | -8.2% |
| 1Y | +5.2% | +2.6% | +2.6% | -8.0% |
| 3Y | +49.6% | +61.9% | -12.3% | -8.4% |
| 5Y | -68.4% | -59.0% | -9.4% | -53.9% |
| All | -68.4% | -58.2% | -10.3% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling