+246.4%
XLF vs GD
+189.7%
+56.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +0.2% | -3.5% | +3.6% | +2.4% |
| 30D | -0.5% | -9.0% | +8.5% | +5.4% |
| 3M | +10.6% | +5.1% | +5.6% | +6.8% |
| 6M | +14.3% | -1.0% | +15.3% | +14.0% |
| YTD | +5.5% | +7.3% | -1.8% | -0.7% |
| 1Y | +9.6% | +12.4% | -2.9% | -0.2% |
| 3Y | +75.2% | +73.7% | +1.5% | +15.6% |
| 5Y | +65.5% | +93.8% | -28.2% | -1.1% |
| 10Y | +246.4% | +190.6% | +55.9% | +45.2% |
| All | +246.4% | +189.7% | +56.7% | +45.2% |
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