+121.6%
XLK vs GD
+74.3%
+47.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | +0.9% | -5.3% | +6.1% | +2.2% |
| 30D | +0.7% | -6.4% | +7.2% | +2.3% |
| 3M | -2.9% | +5.7% | -8.6% | -4.7% |
| 6M | +34.3% | -0.9% | +35.2% | +34.4% |
| YTD | +30.4% | +8.2% | +22.2% | +26.5% |
| 1Y | +43.4% | +13.4% | +29.9% | +36.8% |
| All | +121.6% | +74.3% | +47.3% | +93.1% |
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