+6.1%
XLU vs GD
+11.5%
-5.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +0.6% | -3.1% | +3.8% | +1.1% |
| 30D | -0.4% | -10.9% | +10.5% | +1.3% |
| 3M | -1.7% | +2.5% | -4.2% | -2.1% |
| 6M | -7.1% | -1.7% | -5.4% | -6.1% |
| YTD | +1.9% | +6.1% | -4.2% | +1.1% |
| 1Y | +6.1% | +11.7% | -5.6% | +5.0% |
| All | +6.1% | +11.5% | -5.4% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling