+147.5%
GE vs XLY
+220.9%
-73.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.9% |
| 7D | -4.0% | -1.7% | -2.3% | -2.7% |
| 30D | -11.4% | -4.2% | -7.2% | -8.5% |
| 3M | -2.6% | -2.7% | +0.1% | -1.0% |
| 6M | -0.3% | -0.6% | +0.3% | -0.1% |
| YTD | +5.4% | -5.0% | +10.4% | +9.3% |
| 1Y | +15.5% | -4.1% | +19.6% | +18.6% |
| 3Y | +260.8% | +33.6% | +227.2% | +177.7% |
| 5Y | +421.6% | +28.7% | +392.9% | +301.8% |
| All | +147.5% | +220.9% | -73.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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