+632.4%
GEV vs XLV
+16.8%
+615.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +1.6% | -3.6% | +5.2% | +2.6% |
| 30D | -7.9% | -1.8% | -6.1% | -7.6% |
| 3M | +5.6% | +7.8% | -2.2% | +1.4% |
| 6M | +13.1% | +9.1% | +3.9% | +7.6% |
| YTD | +46.7% | +7.7% | +39.0% | +40.3% |
| 1Y | +51.3% | +20.4% | +30.9% | +35.2% |
| All | +632.4% | +16.8% | +615.6% | +576.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling