+740.7%
GOOGL vs XLB
+162.9%
+577.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.4% |
| 7D | -2.8% | -3.5% | +0.7% | -0.4% |
| 30D | -3.2% | -4.7% | +1.5% | 0.0% |
| 3M | -6.6% | +2.7% | -9.3% | -8.8% |
| 6M | +8.5% | +2.6% | +5.9% | +5.8% |
| YTD | +6.5% | +12.8% | -6.4% | -3.4% |
| 1Y | +39.4% | +14.0% | +25.5% | +25.2% |
| 3Y | +146.2% | +31.5% | +114.7% | +96.4% |
| 5Y | +138.3% | +33.4% | +104.9% | +87.9% |
| All | +740.7% | +162.9% | +577.8% | +318.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling