+152.0%
GE vs XLB
+158.8%
-6.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -1.8% |
| 7D | -1.2% | -2.9% | +1.7% | +1.6% |
| 30D | -11.3% | -3.4% | -7.9% | -8.4% |
| 3M | -1.4% | +1.6% | -3.0% | -3.2% |
| 6M | +1.2% | +3.6% | -2.4% | -2.4% |
| YTD | +5.9% | +14.2% | -8.3% | -7.3% |
| 1Y | +18.4% | +15.6% | +2.8% | +2.0% |
| 3Y | +271.0% | +33.1% | +237.9% | +175.3% |
| 5Y | +417.9% | +35.0% | +382.9% | +276.1% |
| 10Y | +152.0% | +164.5% | -12.6% | +2.5% |
| All | +152.0% | +158.8% | -6.8% | +2.5% |
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