+37.7%
XLC vs GD
+97.9%
-60.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -0.8% | -5.3% | +4.4% | +0.8% |
| 30D | +1.0% | -6.4% | +7.5% | +3.1% |
| 3M | -0.7% | +5.7% | -6.4% | -2.7% |
| 6M | -5.1% | -0.9% | -4.2% | -5.2% |
| YTD | -4.3% | +8.2% | -12.4% | -7.5% |
| 1Y | -0.6% | +13.4% | -14.0% | -5.6% |
| 3Y | +72.7% | +68.5% | +4.2% | +37.5% |
| All | +37.7% | +97.9% | -60.3% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling