+59.6%
XLU vs GD
+58.6%
+1.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.7% | +1.0% |
| 7D | +0.3% | -3.0% | +3.3% | +0.9% |
| 30D | +5.7% | +9.3% | -3.6% | +3.7% |
| 3M | +1.2% | -7.2% | +8.4% | +2.6% |
| 6M | -0.7% | +5.5% | -6.2% | -2.1% |
| YTD | +4.7% | +9.5% | -4.8% | +2.3% |
| 1Y | +0.4% | +6.4% | -6.0% | -1.2% |
| 3Y | +59.6% | +59.8% | -0.2% | +39.6% |
| All | +59.6% | +58.6% | +1.0% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling