+606.9%
GEV vs XLB
+15.7%
+591.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -1.7% |
| 7D | -1.9% | -3.5% | +1.6% | +1.4% |
| 30D | -8.7% | -4.7% | -4.0% | -4.6% |
| 3M | +6.6% | +2.7% | +3.9% | +2.8% |
| 6M | +10.2% | +2.6% | +7.6% | +6.7% |
| YTD | +41.6% | +12.8% | +28.8% | +23.4% |
| 1Y | +43.9% | +14.0% | +29.9% | +23.8% |
| All | +606.9% | +15.7% | +591.2% | +479.5% |
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