+37.4%
GILD vs XLB
+17.4%
+20.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +3.6% | -1.4% | +5.0% | +4.2% |
| 30D | +14.6% | -0.4% | +15.0% | +14.7% |
| 3M | +17.7% | +2.0% | +15.7% | +16.5% |
| 6M | +3.1% | +1.8% | +1.3% | +1.9% |
| YTD | +24.5% | +16.6% | +7.9% | +18.0% |
| 1Y | +37.4% | +16.9% | +20.4% | +31.7% |
| All | +37.4% | +17.4% | +20.0% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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