+40.6%
GLW vs XLF
+15.8%
+24.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.5% | -9.4% | -5.0% |
| 7D | -9.5% | +5.5% | -14.9% | -8.4% |
| 30D | -25.5% | +9.9% | -35.3% | -24.2% |
| 3M | -25.6% | +2.6% | -28.2% | -25.0% |
| 6M | -25.5% | +15.6% | -41.1% | -26.4% |
| YTD | +36.4% | +9.4% | +27.0% | +35.4% |
| 1Y | +40.6% | +14.7% | +25.9% | +30.3% |
| All | +40.6% | +15.8% | +24.8% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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