+597.3%
XLV vs GM
+230.2%
+367.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -3.6% | -2.4% | -1.1% | -3.1% |
| 30D | -1.8% | -1.1% | -0.7% | -1.6% |
| 3M | +7.8% | +6.1% | +1.7% | +6.2% |
| 6M | +9.1% | +15.0% | -5.9% | +5.5% |
| YTD | +7.7% | +6.0% | +1.7% | +5.6% |
| 1Y | +20.4% | +47.1% | -26.7% | +9.7% |
| 3Y | +30.8% | +170.5% | -139.7% | +1.7% |
| 5Y | +34.6% | +80.5% | -45.9% | +11.0% |
| 10Y | +173.4% | +238.7% | -65.3% | +75.8% |
| All | +597.3% | +230.2% | +367.1% | +328.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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