+71.6%
XLI vs GD
+61.5%
+10.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | -1.5% | -1.9% | +0.4% | -0.7% |
| 30D | -0.3% | +10.9% | -11.2% | -4.6% |
| 3M | -8.4% | -6.8% | -1.6% | -5.7% |
| 6M | -2.1% | +7.0% | -9.1% | -5.3% |
| YTD | +9.6% | +11.1% | -1.5% | +3.8% |
| 1Y | +10.7% | +7.0% | +3.6% | +6.8% |
| 3Y | +71.6% | +59.9% | +11.6% | +38.9% |
| All | +71.6% | +61.5% | +10.0% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling