+73.8%
XLI vs GD
+102.9%
-29.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +0.9% | +0.6% | +0.2% | +0.6% |
| 30D | +1.1% | +9.5% | -8.4% | -3.4% |
| 3M | -7.7% | -5.8% | -1.8% | -5.0% |
| 6M | -1.8% | +7.7% | -9.6% | -5.9% |
| YTD | +11.1% | +11.1% | 0.0% | +4.2% |
| 1Y | +12.1% | +6.1% | +6.0% | +7.8% |
| 3Y | +73.8% | +59.8% | +14.0% | +31.0% |
| 5Y | +73.8% | +104.6% | -30.9% | +7.9% |
| All | +73.8% | +102.9% | -29.2% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling