+1,034.7%
XLV vs GD
+2,251.8%
-1,217.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | +9.9% | +9.5% | +0.4% | +6.5% |
| 3M | +12.9% | -5.8% | +18.7% | +15.0% |
| 6M | +33.2% | +7.7% | +25.5% | +29.5% |
| YTD | +23.6% | +11.1% | +12.5% | +18.4% |
| 1Y | +27.5% | +6.1% | +21.4% | +24.0% |
| 3Y | +57.3% | +59.8% | -2.5% | +32.1% |
| 5Y | +53.9% | +104.6% | -50.7% | +17.9% |
| 10Y | +216.9% | +170.6% | +46.3% | +115.5% |
| All | +1,034.7% | +2,251.8% | -1,217.1% | +339.5% |
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