+448.7%
GE vs XLC
+141.1%
+307.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.4% |
| 7D | -1.2% | -1.4% | +0.2% | -0.1% |
| 30D | -11.3% | -0.9% | -10.4% | -10.7% |
| 3M | -1.4% | -0.3% | -1.1% | -1.7% |
| 6M | +1.2% | -5.2% | +6.4% | +5.2% |
| YTD | +5.9% | -5.3% | +11.2% | +10.0% |
| 1Y | +18.4% | -2.8% | +21.2% | +20.3% |
| 3Y | +271.0% | +71.2% | +199.8% | +142.9% |
| 5Y | +417.9% | +37.6% | +380.4% | +303.0% |
| All | +448.7% | +141.1% | +307.5% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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