+94.2%
XLK vs GD
+54.3%
+39.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -8.2% | -5.0% | -3.3% | -7.1% |
| 30D | -18.2% | +8.9% | -27.1% | -19.9% |
| 3M | -11.0% | -8.0% | -3.0% | -9.1% |
| 6M | -2.9% | +2.9% | -5.8% | -4.1% |
| YTD | +14.8% | +7.1% | +7.8% | +11.3% |
| 1Y | +14.5% | +5.9% | +8.6% | +11.4% |
| 3Y | +94.2% | +53.9% | +40.3% | +66.0% |
| All | +94.2% | +54.3% | +39.9% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling