+157.4%
GE vs XLB
+166.1%
-8.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | +5.4% | +0.5% | +4.9% | +4.9% |
| 30D | +9.6% | +6.9% | +2.7% | +2.9% |
| 3M | -7.7% | -0.2% | -7.5% | -7.7% |
| 6M | +14.0% | +3.3% | +10.7% | +10.1% |
| YTD | +10.2% | +18.0% | -7.9% | -6.7% |
| 1Y | +8.9% | +24.2% | -15.3% | -12.3% |
| 3Y | +273.7% | +44.7% | +228.9% | +155.2% |
| 5Y | +410.2% | +31.6% | +378.6% | +281.0% |
| 10Y | +157.4% | +164.2% | -6.8% | +9.7% |
| All | +157.4% | +166.1% | -8.6% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling