+226.1%
XLI vs GD
+165.7%
+60.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +3.8% | +2.7% | +1.1% | +2.1% |
| 30D | +1.0% | +8.6% | -7.6% | -4.2% |
| 3M | -8.9% | -7.1% | -1.9% | -4.8% |
| 6M | -2.3% | +7.5% | -9.7% | -7.4% |
| YTD | +9.7% | +9.9% | -0.2% | +1.5% |
| 1Y | +12.3% | +7.6% | +4.8% | +5.5% |
| 3Y | +71.5% | +56.2% | +15.3% | +22.9% |
| 5Y | +70.2% | +100.6% | -30.5% | +0.1% |
| All | +226.1% | +165.7% | +60.4% | +57.8% |
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