+169.9%
XLV vs GD
+195.0%
-25.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -4.4% | -3.2% | -1.2% | -3.1% |
| 30D | -1.4% | -9.6% | +8.2% | +2.6% |
| 3M | +8.9% | +4.3% | +4.5% | +6.8% |
| 6M | +9.1% | +0.5% | +8.6% | +8.4% |
| YTD | +7.9% | +6.6% | +1.3% | +4.3% |
| 1Y | +22.7% | +11.6% | +11.1% | +16.2% |
| 3Y | +31.9% | +72.6% | -40.7% | +2.1% |
| 5Y | +34.9% | +95.2% | -60.3% | -2.3% |
| All | +169.9% | +195.0% | -25.1% | +52.5% |
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 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