+159.4%
XLU vs GD
+180.8%
-21.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | +0.7% | -1.9% | +2.6% | +1.4% |
| 30D | +5.6% | +10.9% | -5.3% | +1.3% |
| 3M | +2.1% | -6.8% | +8.9% | +4.8% |
| 6M | -0.9% | +7.0% | -7.9% | -4.0% |
| YTD | +4.6% | +11.1% | -6.5% | -0.8% |
| 1Y | +0.3% | +7.0% | -6.7% | -3.4% |
| 3Y | +58.6% | +59.9% | -1.4% | +26.4% |
| 5Y | +51.5% | +102.5% | -51.0% | +7.9% |
| 10Y | +159.4% | +174.0% | -14.7% | +52.6% |
| All | +159.4% | +180.8% | -21.5% | +52.6% |
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