+14.3%
GE vs XLB
+3.1%
+11.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +4.0% | -1.6% | +5.7% | +5.3% |
| 30D | +11.1% | +7.2% | +3.8% | +6.3% |
| 3M | -6.7% | 0.0% | -6.8% | -6.4% |
| 6M | +14.3% | +2.3% | +12.0% | +13.2% |
| All | +14.3% | +3.1% | +11.2% | +13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling