+1,127.6%
XLY vs GD
+2,190.5%
-1,063.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -0.6% |
| 7D | -2.0% | -5.3% | +3.3% | +0.3% |
| 30D | -3.1% | -6.4% | +3.3% | -0.4% |
| 3M | -1.8% | +5.7% | -7.5% | -4.5% |
| 6M | -0.9% | -0.9% | +0.1% | -1.1% |
| YTD | -3.4% | +8.2% | -11.5% | -7.5% |
| 1Y | -1.5% | +13.4% | -14.9% | -7.7% |
| 3Y | +38.8% | +68.5% | -29.7% | +8.1% |
| 5Y | +30.5% | +97.2% | -66.7% | -5.6% |
| 10Y | +215.3% | +190.2% | +25.1% | +87.4% |
| All | +1,127.6% | +2,190.5% | -1,063.0% | +256.4% |
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