-4.1%
XLY vs GD
+12.2%
-16.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | -4.2% | -9.7% | +5.5% | -2.3% |
| 3M | -2.7% | -0.4% | -2.3% | -2.8% |
| 6M | -0.6% | +1.5% | -2.1% | -0.6% |
| YTD | -5.0% | +7.1% | -12.1% | -7.1% |
| 1Y | -4.1% | +9.9% | -14.0% | -6.7% |
| All | -4.1% | +12.2% | -16.3% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling