+404.9%
GLW vs XLC
+134.3%
+270.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.8% | +7.4% |
| 7D | -5.9% | +7.1% | -13.0% | -10.7% |
| 30D | -26.0% | -2.7% | -23.3% | -24.4% |
| 3M | -29.9% | -3.2% | -26.7% | -28.8% |
| 6M | -37.8% | -7.7% | -30.1% | -35.1% |
| YTD | +33.1% | -8.0% | +41.1% | +39.0% |
| 1Y | +36.8% | -3.1% | +39.9% | +37.0% |
| 3Y | +356.1% | +64.9% | +291.2% | +192.0% |
| 5Y | +243.8% | +39.5% | +204.3% | +152.9% |
| All | +404.9% | +134.3% | +270.5% | +106.6% |
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