+45.4%
GILD vs XLC
-5.6%
+50.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.4% |
| 7D | +9.6% | +1.8% | +7.8% | +9.2% |
| 30D | +20.6% | -6.0% | +26.6% | +22.3% |
| 3M | +29.7% | -6.0% | +35.7% | +31.4% |
| 6M | +33.1% | -9.1% | +42.2% | +36.8% |
| YTD | +44.7% | -10.0% | +54.7% | +46.5% |
| 1Y | +45.4% | -5.8% | +51.2% | +44.8% |
| All | +45.4% | -5.6% | +50.9% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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