+1,027.9%
XLV vs GD
+2,225.2%
-1,197.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +1.6% | +1.9% | -0.3% | +0.9% |
| 30D | +10.7% | +9.2% | +1.5% | +7.4% |
| 3M | +11.9% | -7.5% | +19.4% | +14.7% |
| 6M | +29.8% | +5.8% | +24.1% | +27.0% |
| YTD | +22.8% | +9.8% | +13.0% | +18.1% |
| 1Y | +25.0% | +5.8% | +19.2% | +21.7% |
| 3Y | +56.4% | +58.0% | -1.6% | +31.8% |
| 5Y | +52.3% | +100.4% | -48.2% | +17.4% |
| 10Y | +215.0% | +167.5% | +47.5% | +115.0% |
| All | +1,027.9% | +2,225.2% | -1,197.3% | +338.6% |
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 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