-41.3%
GLW vs XLC
-9.3%
-32.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.9% |
| 7D | -13.9% | +4.9% | -18.8% | -10.5% |
| 30D | -35.0% | -5.8% | -29.2% | -38.2% |
| 3M | -32.4% | -5.4% | -26.9% | -35.1% |
| 6M | -41.3% | -10.2% | -31.2% | -49.4% |
| All | -41.3% | -9.3% | -32.0% | -49.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling