+38.4%
XLY vs GD
+72.8%
-34.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.5% | -3.5% | +2.9% | +0.5% |
| 30D | -4.9% | -9.0% | +4.1% | -2.3% |
| 3M | -1.0% | +5.1% | -6.1% | -2.8% |
| 6M | 0.0% | -1.0% | +1.0% | +0.1% |
| YTD | -4.2% | +7.3% | -11.5% | -6.8% |
| 1Y | -2.7% | +12.4% | -15.1% | -6.9% |
| 3Y | +38.4% | +73.7% | -35.3% | +22.3% |
| All | +38.4% | +72.8% | -34.4% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling