+606.9%
GEV vs XLC
+40.0%
+566.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.4% |
| 7D | -1.9% | -1.7% | -0.2% | -0.4% |
| 30D | -8.7% | +0.2% | -8.9% | -9.1% |
| 3M | +6.6% | +0.7% | +5.9% | +4.3% |
| 6M | +10.2% | -4.5% | +14.7% | +14.6% |
| YTD | +41.6% | -4.7% | +46.4% | +47.0% |
| 1Y | +43.9% | -1.5% | +45.4% | +43.0% |
| All | +606.9% | +40.0% | +566.9% | +339.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling