+526.7%
XLF vs GM
+232.1%
+294.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -1.4% |
| 7D | -2.9% | -1.1% | -1.8% | -2.5% |
| 30D | -1.6% | -3.4% | +1.8% | -0.4% |
| 3M | +9.3% | +8.7% | +0.6% | +5.2% |
| 6M | +14.6% | +15.4% | -0.8% | +7.1% |
| YTD | +4.7% | +6.6% | -1.9% | +0.5% |
| 1Y | +8.6% | +51.5% | -42.8% | -10.2% |
| 3Y | +73.9% | +169.3% | -95.5% | +7.9% |
| 5Y | +65.0% | +81.6% | -16.5% | +15.8% |
| 10Y | +250.4% | +240.7% | +9.8% | +66.4% |
| All | +526.7% | +232.1% | +294.6% | +168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling