+547.1%
XYZ vs GNRC
+534.8%
+12.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.4% |
| 7D | -1.1% | +7.9% | -9.0% | -5.0% |
| 30D | +11.5% | -3.7% | +15.2% | +11.6% |
| 3M | +1.8% | -11.9% | +13.7% | +4.3% |
| 6M | +21.2% | -28.6% | +49.8% | +34.1% |
| YTD | +29.9% | +39.9% | -9.9% | -6.5% |
| 1Y | +35.8% | +23.4% | +12.4% | +4.0% |
| 3Y | +62.6% | +84.2% | -21.7% | -8.5% |
| 5Y | -62.8% | -57.3% | -5.5% | -53.1% |
| 10Y | +612.0% | +376.8% | +235.1% | +164.8% |
| All | +547.1% | +534.8% | +12.3% | +110.0% |
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 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