+127.8%
GM vs XLC
+145.0%
-17.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.4% |
| 7D | -2.4% | +0.5% | -2.9% | -2.8% |
| 30D | -1.1% | +2.1% | -3.2% | -3.0% |
| 3M | +6.1% | +0.7% | +5.4% | +5.0% |
| 6M | +15.0% | -3.2% | +18.2% | +17.8% |
| YTD | +6.0% | -3.8% | +9.8% | +9.0% |
| 1Y | +47.1% | -2.0% | +49.1% | +48.9% |
| 3Y | +170.5% | +71.4% | +99.1% | +64.5% |
| 5Y | +80.5% | +40.7% | +39.8% | +30.2% |
| All | +127.8% | +145.0% | -17.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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