+231.1%
GM vs XLB
+163.8%
+67.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.0% |
| 7D | -2.4% | -2.8% | +0.4% | +0.6% |
| 30D | -1.1% | -3.1% | +2.0% | +2.2% |
| 3M | +6.1% | -0.2% | +6.3% | +6.0% |
| 6M | +15.0% | +3.1% | +11.9% | +10.7% |
| YTD | +6.0% | +13.3% | -7.3% | -8.4% |
| 1Y | +47.1% | +12.0% | +35.1% | +28.2% |
| 3Y | +170.5% | +31.4% | +139.1% | +95.6% |
| 5Y | +80.5% | +33.9% | +46.6% | +28.9% |
| All | +231.1% | +163.8% | +67.3% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling