+161.0%
XLU vs GD
+174.7%
-13.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.5% | +0.6% | -0.2% | +0.2% |
| 30D | +5.3% | +9.5% | -4.2% | +1.5% |
| 3M | +1.2% | -5.8% | +7.0% | +3.4% |
| 6M | -1.6% | +7.7% | -9.3% | -4.9% |
| YTD | +4.8% | +11.1% | -6.3% | -0.6% |
| 1Y | +0.5% | +6.1% | -5.6% | -2.9% |
| 3Y | +58.9% | +59.8% | -0.9% | +26.7% |
| 5Y | +52.7% | +104.6% | -51.9% | +8.3% |
| 10Y | +161.0% | +170.6% | -9.6% | +53.6% |
| All | +161.0% | +174.7% | -13.8% | +53.6% |
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