+238.7%
GM vs XLB
+311.5%
-72.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | -1.8% | -1.7% | -0.1% | -0.1% |
| 3M | +2.6% | +4.4% | -1.7% | -1.9% |
| 6M | +14.6% | +5.0% | +9.5% | +8.6% |
| YTD | +6.2% | +15.5% | -9.3% | -9.0% |
| 1Y | +48.7% | +14.9% | +33.8% | +27.6% |
| 3Y | +168.3% | +34.5% | +133.8% | +94.5% |
| 5Y | +82.8% | +36.5% | +46.2% | +32.2% |
| 10Y | +226.2% | +159.6% | +66.6% | +28.6% |
| All | +238.7% | +311.5% | -72.8% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling