+1,031.6%
XLI vs GD
+2,182.2%
-1,150.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.9% |
| 7D | -4.5% | -3.9% | -0.6% | -2.5% |
| 30D | -5.3% | +8.1% | -13.4% | -9.1% |
| 3M | -12.6% | -6.8% | -5.8% | -9.6% |
| 6M | -5.3% | +3.0% | -8.3% | -7.2% |
| YTD | +5.6% | +7.8% | -2.2% | +0.4% |
| 1Y | +7.3% | +5.8% | +1.5% | +2.9% |
| 3Y | +66.7% | +55.3% | +11.4% | +29.7% |
| 5Y | +64.6% | +96.7% | -32.1% | +12.3% |
| 10Y | +240.8% | +195.4% | +45.4% | +88.3% |
| All | +1,031.6% | +2,182.2% | -1,150.6% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling