+235.2%
XLI vs GD
+185.2%
+50.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.6% | +2.4% |
| 7D | -0.5% | -3.0% | +2.6% | +1.5% |
| 30D | -0.2% | +9.3% | -9.5% | -5.8% |
| 3M | -8.6% | -7.2% | -1.4% | -4.4% |
| 6M | -2.0% | +5.5% | -7.4% | -6.0% |
| YTD | +9.7% | +9.5% | +0.3% | +1.9% |
| 1Y | +11.4% | +6.4% | +5.0% | +5.3% |
| 3Y | +74.2% | +59.8% | +14.4% | +22.8% |
| 5Y | +70.0% | +98.0% | -28.0% | +0.9% |
| 10Y | +235.2% | +177.4% | +57.9% | +58.6% |
| All | +235.2% | +185.2% | +50.1% | +58.6% |
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