+18,578.8%
GILD vs XLY
+1,114.2%
+17,464.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.2% |
| 7D | -4.8% | -1.7% | -3.1% | -3.9% |
| 30D | +5.8% | -4.2% | +10.0% | +8.3% |
| 3M | +14.9% | -2.7% | +17.6% | +16.2% |
| 6M | -0.4% | -0.6% | +0.3% | -0.6% |
| YTD | +18.5% | -5.0% | +23.6% | +21.0% |
| 1Y | +25.1% | -4.1% | +29.2% | +26.5% |
| 3Y | +105.9% | +33.6% | +72.3% | +67.1% |
| 5Y | +143.0% | +28.7% | +114.3% | +91.9% |
| 10Y | +162.4% | +219.6% | -57.2% | +8.4% |
| All | +18,578.8% | +1,114.2% | +17,464.7% | +2,970.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling