+52.4%
GEV vs XLV
+34.1%
+18.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.1% | -12.4% | -7.8% |
| 7D | -5.1% | +5.5% | -10.7% | -2.7% |
| 30D | -15.8% | +13.3% | -29.1% | -11.5% |
| 3M | -18.2% | +17.4% | -35.6% | -13.4% |
| 6M | -22.4% | +32.1% | -54.5% | -21.4% |
| YTD | +27.7% | +24.0% | +3.7% | +31.7% |
| 1Y | +52.4% | +32.9% | +19.5% | +56.0% |
| All | +52.4% | +34.1% | +18.2% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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