+243.8%
XLF vs GD
+190.6%
+53.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.2% |
| 7D | +1.2% | -5.0% | +6.1% | +4.3% |
| 30D | +6.3% | +8.9% | -2.6% | +0.7% |
| 3M | -0.8% | -8.0% | +7.3% | +4.2% |
| 6M | +11.0% | +2.9% | +8.1% | +8.2% |
| YTD | +5.6% | +7.1% | -1.4% | -0.7% |
| 1Y | +10.8% | +5.9% | +4.9% | +4.8% |
| 3Y | +77.8% | +53.9% | +23.9% | +28.2% |
| 5Y | +55.6% | +95.4% | -39.8% | -7.8% |
| All | +243.8% | +190.6% | +53.3% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling