+470.6%
GE vs XLC
+135.2%
+335.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +5.4% | +6.2% | -0.9% | +0.7% |
| 30D | +9.6% | -2.4% | +12.0% | +11.6% |
| 3M | -7.7% | -3.3% | -4.4% | -5.7% |
| 6M | +14.0% | -7.3% | +21.3% | +20.0% |
| YTD | +10.2% | -7.6% | +17.8% | +16.2% |
| 1Y | +8.9% | -3.7% | +12.6% | +11.1% |
| 3Y | +273.7% | +62.9% | +210.7% | +153.5% |
| 5Y | +410.2% | +41.6% | +368.6% | +285.5% |
| All | +470.6% | +135.2% | +335.4% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling