+132.5%
GOOGL vs XLB
+35.5%
+97.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.6% |
| 7D | -1.9% | -2.9% | +1.1% | +0.2% |
| 30D | -7.5% | -3.4% | -4.1% | -5.3% |
| 3M | -9.2% | +1.6% | -10.8% | -10.6% |
| 6M | +8.1% | +3.6% | +4.4% | +4.7% |
| YTD | +5.8% | +14.2% | -8.4% | -5.1% |
| 1Y | +38.3% | +15.6% | +22.8% | +22.6% |
| 3Y | +144.8% | +33.1% | +111.6% | +89.8% |
| 5Y | +132.5% | +35.0% | +97.5% | +78.4% |
| All | +132.5% | +35.5% | +97.1% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling