+123.2%
GLW vs XLF
+9.9%
+113.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.6% |
| 7D | +3.8% | 0.0% | +3.8% | +3.7% |
| 30D | -1.3% | +0.2% | -1.5% | -1.3% |
| 3M | -21.8% | +11.7% | -33.5% | -22.7% |
| 6M | +6.9% | +13.8% | -6.9% | +4.2% |
| YTD | +77.2% | +7.0% | +70.2% | +74.9% |
| 1Y | +123.2% | +9.1% | +114.1% | +115.4% |
| All | +123.2% | +9.9% | +113.4% | +115.4% |
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