+51.3%
GEV vs XLF
+9.3%
+42.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | +1.6% | -1.5% | +3.1% | +2.2% |
| 30D | -7.9% | -1.2% | -6.8% | -7.6% |
| 3M | +5.6% | +9.2% | -3.6% | +0.9% |
| 6M | +13.1% | +16.3% | -3.3% | +3.7% |
| YTD | +46.7% | +5.4% | +41.3% | +42.2% |
| 1Y | +51.3% | +7.6% | +43.7% | +40.1% |
| All | +51.3% | +9.3% | +42.0% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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