+80.9%
XLI vs GEN
+20.0%
+60.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -0.6% | -2.9% | +2.3% | 0.0% |
| 30D | -6.9% | +2.1% | -9.0% | -7.4% |
| 3M | -1.9% | +19.7% | -21.6% | -5.8% |
| 6M | +1.0% | +33.3% | -32.2% | -5.8% |
| YTD | +11.3% | +11.1% | +0.2% | +8.4% |
| 1Y | +15.8% | +3.0% | +12.8% | +14.8% |
| 3Y | +69.8% | +57.9% | +11.9% | +50.2% |
| 5Y | +80.9% | +20.6% | +60.3% | +68.4% |
| All | +80.9% | +20.0% | +60.9% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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