+658.5%
XLY vs GM
+230.2%
+428.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -1.7% | -2.4% | +0.7% | -0.9% |
| 30D | -4.2% | -1.1% | -3.1% | -3.9% |
| 3M | -2.7% | +6.1% | -8.8% | -5.0% |
| 6M | -0.6% | +15.0% | -15.6% | -6.0% |
| YTD | -5.0% | +6.0% | -11.0% | -7.9% |
| 1Y | -4.1% | +47.1% | -51.2% | -17.9% |
| 3Y | +33.6% | +170.5% | -136.9% | -11.6% |
| 5Y | +28.7% | +80.5% | -51.8% | -3.9% |
| 10Y | +219.6% | +238.7% | -19.1% | +72.9% |
| All | +658.5% | +230.2% | +428.2% | +290.8% |
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