+1,040.0%
GLW vs XLB
+818.2%
+221.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.2% |
| 7D | -13.9% | -1.5% | -12.4% | -12.8% |
| 30D | -35.0% | +6.1% | -41.1% | -38.3% |
| 3M | -32.4% | 0.0% | -32.4% | -32.6% |
| 6M | -41.3% | 0.0% | -41.3% | -41.8% |
| YTD | +21.8% | +16.0% | +5.8% | +7.4% |
| 1Y | +21.8% | +24.7% | -2.9% | +1.0% |
| 3Y | +307.7% | +40.4% | +267.3% | +203.9% |
| 5Y | +213.7% | +30.7% | +183.0% | +147.2% |
| 10Y | +509.3% | +173.3% | +336.0% | +167.9% |
| All | +1,040.0% | +818.2% | +221.8% | +115.3% |
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