+143.2%
XLU vs GD
+188.9%
-45.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | +0.6% | -3.1% | +3.8% | +1.9% |
| 30D | -0.4% | -10.9% | +10.5% | +4.1% |
| 3M | -1.7% | +2.5% | -4.2% | -3.0% |
| 6M | -7.1% | -1.7% | -5.4% | -7.0% |
| YTD | +1.9% | +6.1% | -4.2% | -1.4% |
| 1Y | +6.1% | +11.7% | -5.6% | +0.4% |
| 3Y | +48.8% | +71.8% | -23.0% | +15.0% |
| 5Y | +43.8% | +92.2% | -48.4% | +5.3% |
| 10Y | +143.2% | +192.2% | -49.0% | +48.7% |
| All | +143.2% | +188.9% | -45.7% | +48.7% |
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