+14.3%
XLI vs GM
+50.1%
-35.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -1.7% | -2.4% | +0.8% | -1.2% |
| 30D | -7.3% | -1.1% | -6.2% | -7.1% |
| 3M | -1.3% | +6.1% | -7.5% | -2.8% |
| 6M | +2.2% | +15.0% | -12.7% | -1.0% |
| YTD | +11.7% | +6.0% | +5.7% | +9.1% |
| 1Y | +14.3% | +47.1% | -32.8% | +7.9% |
| All | +14.3% | +50.1% | -35.8% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling