+34.8%
XLV vs GD
+93.2%
-58.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -2.6% | -3.5% | +0.8% | -1.5% |
| 30D | +0.9% | -9.0% | +9.9% | +4.0% |
| 3M | +10.0% | +5.1% | +4.9% | +8.0% |
| 6M | +10.4% | -1.0% | +11.4% | +10.5% |
| YTD | +8.9% | +7.3% | +1.6% | +5.7% |
| 1Y | +23.4% | +12.4% | +10.9% | +17.6% |
| 3Y | +33.1% | +73.7% | -40.6% | +6.8% |
| All | +34.8% | +93.2% | -58.4% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling