+234.7%
XLY vs GD
+165.4%
+69.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | +2.4% | +1.9% | +0.5% | +1.6% |
| 30D | +7.2% | +9.2% | -2.0% | +2.9% |
| 3M | +2.4% | -7.5% | +9.9% | +5.8% |
| 6M | +2.3% | +5.8% | -3.5% | -1.0% |
| YTD | +1.5% | +9.8% | -8.3% | -4.0% |
| 1Y | +2.1% | +5.8% | -3.7% | -1.8% |
| 3Y | +53.0% | +58.0% | -5.0% | +19.8% |
| 5Y | +23.3% | +100.4% | -77.1% | -15.2% |
| All | +234.7% | +165.4% | +69.3% | +102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling