+135.9%
XLU vs GM
+240.0%
-104.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | -3.3% | -1.1% | -2.2% | -3.2% |
| 3M | -3.2% | +6.1% | -9.3% | -4.2% |
| 6M | -7.0% | +15.0% | -21.9% | -9.2% |
| YTD | +0.6% | +6.0% | -5.4% | -0.8% |
| 1Y | +2.4% | +47.1% | -44.7% | -4.2% |
| 3Y | +46.3% | +170.5% | -124.2% | +21.6% |
| 5Y | +44.0% | +80.5% | -36.5% | +24.7% |
| All | +135.9% | +240.0% | -104.2% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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