+571.9%
GLW vs XLC
+143.7%
+428.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.6% |
| 7D | +3.8% | -0.8% | +4.6% | +4.4% |
| 30D | -1.3% | +1.0% | -2.4% | -2.6% |
| 3M | -21.8% | -0.7% | -21.1% | -22.4% |
| 6M | +6.9% | -5.1% | +12.0% | +10.0% |
| YTD | +77.2% | -4.3% | +81.4% | +80.3% |
| 1Y | +123.2% | -0.6% | +123.8% | +120.4% |
| 3Y | +400.0% | +72.7% | +327.3% | +209.3% |
| 5Y | +342.8% | +38.0% | +304.8% | +234.1% |
| All | +571.9% | +143.7% | +428.1% | +168.1% |
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