+804.3%
XLK vs GD
+192.1%
+612.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +2.3% | -3.5% | +5.8% | +4.0% |
| 30D | -0.1% | -9.0% | +9.0% | +4.3% |
| 3M | +2.1% | +5.1% | -2.9% | -0.7% |
| 6M | +37.2% | -1.0% | +38.2% | +36.6% |
| YTD | +30.8% | +7.3% | +23.5% | +24.6% |
| 1Y | +42.6% | +12.4% | +30.2% | +32.6% |
| 3Y | +121.8% | +73.7% | +48.1% | +61.9% |
| 5Y | +145.7% | +93.8% | +51.9% | +68.0% |
| All | +804.3% | +192.1% | +612.1% | +409.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling