+643.2%
GEV vs XLI
+44.2%
+599.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +4.0% |
| 7D | +8.1% | +1.0% | +7.1% | +6.2% |
| 30D | -1.9% | -5.8% | +3.9% | +9.2% |
| 3M | +4.1% | +0.7% | +3.4% | +4.2% |
| 6M | +23.2% | +3.2% | +20.0% | +18.4% |
| YTD | +48.9% | +13.0% | +35.9% | +21.1% |
| 1Y | +62.2% | +16.8% | +45.4% | +25.8% |
| All | +643.2% | +44.2% | +599.0% | +322.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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