+142.5%
XLC vs GD
+123.2%
+19.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | -0.8% | -5.3% | +4.4% | +1.3% |
| 30D | +1.0% | -6.4% | +7.5% | +3.7% |
| 3M | -0.7% | +5.7% | -6.4% | -3.3% |
| 6M | -5.1% | -0.9% | -4.2% | -5.3% |
| YTD | -4.3% | +8.2% | -12.4% | -8.3% |
| 1Y | -0.6% | +13.4% | -14.0% | -6.9% |
| 3Y | +72.7% | +68.5% | +4.2% | +32.5% |
| 5Y | +38.0% | +97.2% | -59.2% | -3.0% |
| All | +142.5% | +123.2% | +19.3% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling