+132.0%
GLW vs XLC
-1.1%
+133.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.0% | +7.5% |
| 7D | +14.0% | +0.6% | +13.4% | +14.0% |
| 30D | +0.4% | +0.2% | +0.1% | +0.3% |
| 3M | -11.3% | +0.6% | -12.0% | -10.4% |
| 6M | +35.1% | -4.5% | +39.6% | +39.5% |
| YTD | +90.5% | -4.7% | +95.3% | +96.3% |
| 1Y | +132.0% | -1.7% | +133.7% | +130.6% |
| All | +132.0% | -1.1% | +133.2% | +130.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling