+159.7%
GILD vs XLY
+220.9%
-61.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | -4.8% | -1.7% | -3.1% | -4.3% |
| 30D | +5.8% | -4.2% | +10.0% | +7.2% |
| 3M | +14.9% | -2.7% | +17.6% | +15.7% |
| 6M | -0.4% | -0.6% | +0.3% | -0.4% |
| YTD | +18.5% | -5.0% | +23.6% | +20.0% |
| 1Y | +25.1% | -4.1% | +29.2% | +26.1% |
| 3Y | +105.9% | +33.6% | +72.3% | +82.4% |
| 5Y | +143.0% | +28.7% | +114.3% | +113.8% |
| All | +159.7% | +220.9% | -61.2% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling