+420.3%
GLW vs XLC
+134.8%
+285.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.1% |
| 7D | +15.5% | +3.1% | +12.5% | +13.1% |
| 30D | -19.6% | -4.2% | -15.3% | -16.8% |
| 3M | -28.5% | -2.1% | -26.4% | -27.9% |
| 6M | -39.5% | -6.6% | -32.9% | -37.5% |
| YTD | +37.2% | -7.8% | +45.0% | +43.0% |
| 1Y | +35.4% | -4.1% | +39.5% | +36.8% |
| 3Y | +359.7% | +62.6% | +297.1% | +197.9% |
| 5Y | +244.0% | +39.6% | +204.4% | +153.0% |
| All | +420.3% | +134.8% | +285.6% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling