+643.4%
XLU vs GD
+2,190.5%
-1,547.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +0.8% | -5.3% | +6.1% | +2.5% |
| 30D | -1.3% | -6.4% | +5.1% | +0.7% |
| 3M | -1.3% | +5.7% | -7.0% | -3.3% |
| 6M | -7.6% | -0.9% | -6.7% | -7.8% |
| YTD | +2.3% | +8.2% | -5.9% | -0.9% |
| 1Y | +5.8% | +13.4% | -7.7% | +0.8% |
| 3Y | +50.5% | +68.5% | -18.0% | +25.0% |
| 5Y | +44.1% | +97.2% | -53.0% | +13.6% |
| 10Y | +138.2% | +190.2% | -52.0% | +62.1% |
| All | +643.4% | +2,190.5% | -1,547.2% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling