+120.4%
XLK vs GM
+166.7%
-46.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.2% | -2.4% | +2.6% | +0.7% |
| 30D | -0.6% | -1.1% | +0.5% | -0.5% |
| 3M | +2.6% | +6.1% | -3.6% | +1.0% |
| 6M | +34.0% | +15.0% | +19.0% | +29.5% |
| YTD | +30.7% | +6.0% | +24.7% | +28.0% |
| 1Y | +39.2% | +47.1% | -7.9% | +27.4% |
| 3Y | +120.4% | +170.5% | -50.1% | +82.0% |
| All | +120.4% | +166.7% | -46.3% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling