+362.1%
GLW vs XLC
+128.7%
+233.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.3% |
| 7D | -13.9% | +4.9% | -18.8% | -17.1% |
| 30D | -35.0% | -5.8% | -29.2% | -32.1% |
| 3M | -32.4% | -5.4% | -26.9% | -30.1% |
| 6M | -41.3% | -10.2% | -31.2% | -37.6% |
| YTD | +21.8% | -10.2% | +32.0% | +29.4% |
| 1Y | +21.8% | -5.6% | +27.5% | +24.4% |
| 3Y | +307.7% | +61.0% | +246.7% | +165.5% |
| 5Y | +213.7% | +35.2% | +178.5% | +136.4% |
| All | +362.1% | +128.7% | +233.4% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling