+44.2%
GEV vs XLC
-2.4%
+46.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -1.8% |
| 7D | +3.7% | +3.7% | 0.0% | +4.0% |
| 30D | -14.7% | -1.9% | -12.8% | -14.5% |
| 3M | -23.4% | -3.1% | -20.3% | -23.4% |
| 6M | -24.3% | -6.4% | -18.0% | -21.1% |
| YTD | +23.2% | -6.8% | +30.0% | +27.9% |
| 1Y | +44.2% | -1.7% | +45.9% | +36.4% |
| All | +44.2% | -2.4% | +46.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling