+58.0%
XLF vs GD
+102.3%
-44.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +1.2% | +1.9% | -0.7% | +0.4% |
| 30D | +6.2% | +9.2% | -3.0% | +2.0% |
| 3M | +0.9% | -7.5% | +8.3% | +4.1% |
| 6M | +13.6% | +5.8% | +7.9% | +10.3% |
| YTD | +7.6% | +9.8% | -2.2% | +2.0% |
| 1Y | +10.2% | +5.8% | +4.4% | +6.3% |
| 3Y | +79.8% | +58.0% | +21.8% | +39.8% |
| 5Y | +58.0% | +100.4% | -42.4% | +2.0% |
| All | +58.0% | +102.3% | -44.3% | +2.0% |
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