+81.6%
XLF vs GD
+58.2%
+23.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.7% | +2.7% | 0.0% | +1.7% |
| 30D | +7.6% | +8.6% | -1.0% | +4.3% |
| 3M | +1.1% | -7.1% | +8.1% | +3.6% |
| 6M | +15.9% | +7.5% | +8.4% | +12.4% |
| YTD | +8.4% | +9.9% | -1.5% | +3.7% |
| 1Y | +12.5% | +7.6% | +5.0% | +8.6% |
| 3Y | +81.6% | +56.2% | +25.4% | +52.5% |
| All | +81.6% | +58.2% | +23.4% | +52.5% |
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 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