+514.9%
GEV vs XLB
+19.6%
+495.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.7% |
| 7D | +3.7% | +0.5% | +3.2% | +3.3% |
| 30D | -14.7% | +5.2% | -19.8% | -18.9% |
| 3M | -23.4% | +0.3% | -23.7% | -24.0% |
| 6M | -24.3% | +1.2% | -25.5% | -25.9% |
| YTD | +23.2% | +16.6% | +6.5% | +3.7% |
| 1Y | +44.2% | +21.4% | +22.8% | +16.0% |
| All | +514.9% | +19.6% | +495.3% | +386.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling