+1,193.9%
GLW vs XLB
+837.1%
+356.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.2% |
| 7D | +1.4% | -1.6% | +3.1% | +3.3% |
| 30D | -18.2% | +7.2% | -25.5% | -23.0% |
| 3M | -24.2% | 0.0% | -24.2% | -24.4% |
| 6M | -41.7% | +2.3% | -44.0% | -43.3% |
| YTD | +38.3% | +18.4% | +19.9% | +20.0% |
| 1Y | +38.2% | +23.3% | +14.9% | +15.9% |
| 3Y | +363.4% | +45.2% | +318.2% | +236.2% |
| 5Y | +254.6% | +31.0% | +223.6% | +179.3% |
| 10Y | +562.0% | +168.8% | +393.2% | +195.1% |
| All | +1,193.9% | +837.1% | +356.8% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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