+81.6%
GM vs XLC
+37.9%
+43.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.3% |
| 7D | -1.1% | -1.7% | +0.6% | +0.3% |
| 30D | -3.4% | +0.2% | -3.6% | -3.6% |
| 3M | +8.7% | +0.7% | +8.0% | +7.7% |
| 6M | +15.4% | -4.5% | +19.9% | +19.4% |
| YTD | +6.6% | -4.7% | +11.3% | +10.4% |
| 1Y | +51.5% | -1.5% | +53.0% | +52.6% |
| 3Y | +169.3% | +72.2% | +97.1% | +68.1% |
| 5Y | +81.6% | +39.3% | +42.2% | +28.4% |
| All | +81.6% | +37.9% | +43.7% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling