+142.4%
GILD vs XLB
+32.8%
+109.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -4.8% | -2.8% | -2.0% | -3.8% |
| 30D | +5.8% | -3.1% | +8.9% | +7.0% |
| 3M | +14.9% | -0.2% | +15.1% | +14.9% |
| 6M | -0.4% | +3.1% | -3.4% | -1.7% |
| YTD | +18.5% | +13.3% | +5.3% | +12.9% |
| 1Y | +25.1% | +12.0% | +13.1% | +19.5% |
| 3Y | +105.9% | +31.4% | +74.5% | +84.3% |
| All | +142.4% | +32.8% | +109.7% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling