+627.7%
GEV vs XLF
+41.9%
+585.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | +3.2% | -1.0% | +4.2% | +4.2% |
| 30D | -4.0% | -1.3% | -2.7% | -2.9% |
| 3M | +3.4% | +9.1% | -5.7% | -6.2% |
| 6M | +14.7% | +14.4% | +0.3% | -1.4% |
| YTD | +45.8% | +5.1% | +40.7% | +37.1% |
| 1Y | +57.4% | +8.6% | +48.7% | +41.9% |
| All | +627.7% | +41.9% | +585.7% | +384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling