+39.5%
GILD vs XLY
+1.1%
+38.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.2% | +2.4% | -2.2% | -0.4% |
| 30D | +13.5% | +7.2% | +6.3% | +11.9% |
| 3M | +24.3% | +2.4% | +21.9% | +23.7% |
| 6M | +26.0% | +2.3% | +23.7% | +25.3% |
| YTD | +39.3% | +1.5% | +37.8% | +36.0% |
| 1Y | +39.5% | +2.1% | +37.4% | +35.7% |
| All | +39.5% | +1.1% | +38.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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