+667.7%
GOOGL vs XLB
+165.5%
+502.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | +1.6% | -1.6% | +3.2% | +2.7% |
| 30D | -16.8% | +7.2% | -24.0% | -20.9% |
| 3M | -14.6% | 0.0% | -14.6% | -14.9% |
| 6M | -24.4% | +2.3% | -26.7% | -26.2% |
| YTD | -6.1% | +18.4% | -24.5% | -17.9% |
| 1Y | +1.0% | +23.3% | -22.3% | -14.4% |
| 3Y | +123.4% | +45.2% | +78.3% | +65.2% |
| 5Y | +103.2% | +31.0% | +72.3% | +61.9% |
| 10Y | +667.7% | +168.8% | +499.0% | +271.8% |
| All | +667.7% | +165.5% | +502.3% | +271.8% |
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