+643.2%
GEV vs XLB
+18.4%
+624.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +4.0% |
| 7D | +8.1% | -0.2% | +8.3% | +8.3% |
| 30D | -1.9% | -1.7% | -0.2% | -0.4% |
| 3M | +4.1% | +4.4% | -0.3% | -1.1% |
| 6M | +23.2% | +5.0% | +18.2% | +16.6% |
| YTD | +48.9% | +15.5% | +33.4% | +26.9% |
| 1Y | +62.2% | +14.9% | +47.3% | +38.7% |
| All | +643.2% | +18.4% | +624.8% | +496.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling