+285.7%
GE vs XLY
+1,103.4%
-817.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | 0.0% |
| 7D | -2.8% | -3.9% | +1.1% | +0.5% |
| 30D | -11.9% | -6.1% | -5.8% | -7.2% |
| 3M | +1.8% | -1.2% | +3.0% | +2.3% |
| 6M | -0.6% | -1.8% | +1.2% | +0.6% |
| YTD | +5.5% | -5.9% | +11.4% | +10.6% |
| 1Y | +15.0% | -3.1% | +18.1% | +17.0% |
| 3Y | +269.5% | +36.0% | +233.6% | +175.8% |
| 5Y | +422.4% | +27.6% | +394.9% | +295.1% |
| 10Y | +151.0% | +216.8% | -65.8% | -15.4% |
| All | +285.7% | +1,103.4% | -817.8% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling