+1,117.4%
XLI vs GD
+2,190.5%
-1,073.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.3% |
| 7D | -1.1% | -5.3% | +4.2% | +1.7% |
| 30D | -5.9% | -6.4% | +0.5% | -2.7% |
| 3M | -0.3% | +5.7% | -6.0% | -3.4% |
| 6M | +0.1% | -0.9% | +1.1% | -0.1% |
| YTD | +13.6% | +8.2% | +5.4% | +8.0% |
| 1Y | +17.2% | +13.4% | +3.8% | +8.6% |
| 3Y | +68.2% | +68.5% | -0.3% | +25.1% |
| 5Y | +80.7% | +97.2% | -16.4% | +23.3% |
| 10Y | +253.3% | +190.2% | +63.1% | +97.1% |
| All | +1,117.4% | +2,190.5% | -1,073.1% | +224.4% |
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 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