+40.4%
XLB vs GEN
+79.4%
-39.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | -1.5% | +2.3% | -3.8% | -1.8% |
| 30D | +6.1% | +33.1% | -27.0% | +1.0% |
| 3M | 0.0% | +6.5% | -6.4% | -1.4% |
| 6M | 0.0% | +53.8% | -53.8% | -9.0% |
| YTD | +16.0% | +11.2% | +4.8% | +14.1% |
| 1Y | +24.7% | +19.4% | +5.3% | +20.3% |
| 3Y | +40.4% | +81.0% | -40.7% | +32.5% |
| All | +40.4% | +79.4% | -39.0% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling