+816.1%
XLB vs GEN
+3,204.7%
-2,388.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | -1.5% | +2.3% | -3.8% | -1.9% |
| 30D | +6.1% | +33.1% | -27.0% | +0.6% |
| 3M | 0.0% | +6.5% | -6.4% | -1.7% |
| 6M | 0.0% | +53.8% | -53.8% | -8.6% |
| YTD | +16.0% | +11.2% | +4.8% | +12.0% |
| 1Y | +24.7% | +19.4% | +5.3% | +18.9% |
| 3Y | +40.4% | +81.0% | -40.7% | +23.1% |
| 5Y | +30.7% | +33.4% | -2.8% | +19.4% |
| 10Y | +173.3% | +164.3% | +9.0% | +112.7% |
| All | +816.1% | +3,204.7% | -2,388.5% | +426.7% |
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 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