+25.0%
XLV vs GD
+5.0%
+19.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +1.6% | +1.9% | -0.3% | +1.2% |
| 30D | +10.7% | +9.2% | +1.5% | +8.7% |
| 3M | +11.9% | -7.5% | +19.4% | +13.5% |
| 6M | +29.8% | +5.8% | +24.1% | +28.2% |
| YTD | +22.8% | +9.8% | +13.0% | +19.6% |
| 1Y | +25.0% | +5.8% | +19.2% | +23.7% |
| All | +25.0% | +5.0% | +19.9% | +23.7% |
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