+74.2%
XLF vs GM
+166.7%
-92.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -1.5% | -2.4% | +1.0% | -1.0% |
| 30D | -1.2% | -1.1% | 0.0% | -1.0% |
| 3M | +9.2% | +6.1% | +3.1% | +7.6% |
| 6M | +16.3% | +15.0% | +1.4% | +12.2% |
| YTD | +5.4% | +6.0% | -0.6% | +3.3% |
| 1Y | +7.6% | +47.1% | -39.5% | -2.4% |
| 3Y | +74.2% | +170.5% | -96.3% | +34.4% |
| All | +74.2% | +166.7% | -92.5% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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