+533.2%
XYZ vs GNRC
+523.5%
+9.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -2.0% |
| 7D | -1.0% | +1.9% | -2.9% | -2.0% |
| 30D | -1.7% | -13.8% | +12.1% | +5.7% |
| 3M | +16.7% | -32.6% | +49.4% | +39.6% |
| 6M | +26.9% | -15.2% | +42.0% | +30.5% |
| YTD | +27.1% | +37.4% | -10.2% | -4.1% |
| 1Y | +9.3% | +5.1% | +4.1% | -5.6% |
| 3Y | +42.3% | +57.5% | -15.2% | -9.3% |
| 5Y | -69.3% | -58.7% | -10.6% | -59.3% |
| 10Y | +586.8% | +395.5% | +191.3% | +163.0% |
| All | +533.2% | +523.5% | +9.7% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling