+36.5%
XLB vs GEN
+24.6%
+11.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.1% |
| 7D | -1.4% | -1.2% | -0.2% | -1.1% |
| 30D | -0.4% | +10.1% | -10.5% | -2.6% |
| 3M | +2.0% | +16.1% | -14.1% | -1.6% |
| 6M | +1.8% | +38.9% | -37.0% | -6.4% |
| YTD | +16.6% | +14.4% | +2.1% | +12.5% |
| 1Y | +16.9% | +5.9% | +11.1% | +15.2% |
| 3Y | +32.6% | +58.8% | -26.2% | +16.3% |
| All | +36.5% | +24.6% | +11.9% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling