+45.4%
GILD vs XLB
+29.8%
+15.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.1% |
| 7D | +9.6% | +3.9% | +5.7% | +7.8% |
| 30D | +20.6% | +8.9% | +11.7% | +16.5% |
| 3M | +29.7% | +4.1% | +25.6% | +27.4% |
| 6M | +33.1% | +7.3% | +25.8% | +29.0% |
| YTD | +44.7% | +20.4% | +24.3% | +34.8% |
| 1Y | +45.4% | +29.5% | +15.8% | +30.3% |
| All | +45.4% | +29.8% | +15.5% | +30.3% |
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