+41.4%
XLB vs GD
+55.3%
-13.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.1% |
| 7D | -0.4% | -3.9% | +3.5% | +1.0% |
| 30D | +5.2% | +8.1% | -2.8% | +2.3% |
| 3M | -0.1% | -6.8% | +6.6% | +2.2% |
| 6M | +2.4% | +3.0% | -0.6% | +0.9% |
| YTD | +16.9% | +7.8% | +9.1% | +12.7% |
| 1Y | +25.0% | +5.8% | +19.2% | +21.5% |
| All | +41.4% | +55.3% | -13.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling