+820.5%
XLB vs GEN
+3,300.1%
-2,479.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | 0.0% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | -0.4% | +10.1% | -10.5% | -2.2% |
| 3M | +2.0% | +16.1% | -14.1% | -1.0% |
| 6M | +1.8% | +38.9% | -37.0% | -4.8% |
| YTD | +16.6% | +14.4% | +2.1% | +12.7% |
| 1Y | +16.9% | +5.9% | +11.1% | +14.6% |
| 3Y | +32.6% | +58.8% | -26.2% | +19.6% |
| 5Y | +35.6% | +24.7% | +11.0% | +26.2% |
| 10Y | +160.0% | +163.1% | -3.0% | +103.5% |
| All | +820.5% | +3,300.1% | -2,479.5% | +429.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling