+229.5%
GM vs XLB
+43.9%
+185.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.6% |
| 30D | +3.6% | +5.2% | -1.6% | -0.6% |
| 3M | -0.2% | +0.3% | -0.6% | -0.3% |
| 6M | +13.9% | +1.2% | +12.8% | +13.0% |
| YTD | +6.5% | +16.6% | -10.2% | -7.1% |
| 1Y | +20.7% | +21.4% | -0.8% | +1.6% |
| 3Y | +229.5% | +43.2% | +186.3% | +137.7% |
| All | +229.5% | +43.9% | +185.6% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling