+29.0%
XLB vs GD
+94.5%
-65.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.5% | -5.0% | +3.5% | +0.7% |
| 30D | +6.1% | +8.9% | -2.9% | +2.0% |
| 3M | 0.0% | -8.0% | +8.1% | +3.5% |
| 6M | 0.0% | +2.9% | -2.9% | -1.9% |
| YTD | +16.0% | +7.1% | +9.0% | +11.2% |
| 1Y | +24.7% | +5.9% | +18.8% | +20.1% |
| 3Y | +40.4% | +53.9% | -13.5% | +9.9% |
| All | +29.0% | +94.5% | -65.5% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling