+301.1%
GE vs XLB
+822.6%
-521.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | -1.6% | -1.4% | -0.2% | -0.5% |
| 30D | -11.6% | -0.4% | -11.2% | -11.4% |
| 3M | +3.0% | +2.0% | +1.1% | +1.2% |
| 6M | -0.5% | +1.8% | -2.4% | -1.9% |
| YTD | +9.7% | +16.6% | -6.8% | -2.9% |
| 1Y | +20.0% | +16.9% | +3.1% | +5.6% |
| 3Y | +275.8% | +32.6% | +243.3% | +199.0% |
| 5Y | +429.1% | +35.6% | +393.4% | +314.3% |
| 10Y | +151.2% | +160.0% | -8.9% | +23.4% |
| All | +301.1% | +822.6% | -521.5% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling