+7.8%
XLI vs GD
+5.1%
+2.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.3% |
| 7D | -2.8% | -5.0% | +2.1% | -1.3% |
| 30D | -3.1% | +8.9% | -12.0% | -5.5% |
| 3M | -11.7% | -8.0% | -3.7% | -9.5% |
| 6M | -7.6% | +2.9% | -10.5% | -8.4% |
| YTD | +5.7% | +7.1% | -1.4% | +2.7% |
| 1Y | +7.8% | +5.9% | +1.9% | +5.4% |
| All | +7.8% | +5.1% | +2.8% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling