+15.6%
XLB vs GEN
+0.6%
+15.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.9% | -2.9% | 0.0% | -2.7% |
| 30D | -3.4% | +2.1% | -5.4% | -3.5% |
| 3M | +1.6% | +19.7% | -18.1% | +0.4% |
| 6M | +3.6% | +33.3% | -29.6% | +2.7% |
| YTD | +14.2% | +11.1% | +3.1% | +19.2% |
| 1Y | +15.6% | +3.0% | +12.6% | +25.9% |
| All | +15.6% | +0.6% | +15.0% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling