+128.2%
GM vs XLC
+142.6%
-14.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.9% |
| 7D | +0.4% | +0.6% | -0.2% | -0.1% |
| 30D | -1.8% | +0.2% | -2.1% | -2.1% |
| 3M | +2.6% | +0.6% | +2.0% | +1.6% |
| 6M | +14.6% | -4.5% | +19.1% | +18.8% |
| YTD | +6.2% | -4.7% | +10.9% | +10.1% |
| 1Y | +48.7% | -1.7% | +50.3% | +49.9% |
| 3Y | +168.3% | +72.3% | +96.0% | +62.2% |
| 5Y | +82.8% | +37.8% | +45.0% | +34.3% |
| All | +128.2% | +142.6% | -14.4% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling