+64.9%
XLC vs GD
+58.6%
+6.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +2.0% |
| 7D | +7.1% | -3.0% | +10.1% | +7.7% |
| 30D | -2.7% | +9.3% | -12.0% | -4.7% |
| 3M | -3.2% | -7.2% | +4.0% | -1.7% |
| 6M | -7.7% | +5.5% | -13.1% | -9.0% |
| YTD | -8.0% | +9.5% | -17.5% | -10.5% |
| 1Y | -3.1% | +6.4% | -9.5% | -4.9% |
| 3Y | +64.9% | +59.8% | +5.0% | +45.7% |
| All | +64.9% | +58.6% | +6.3% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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