+554.2%
GLW vs XLF
+219.7%
+334.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | +15.5% | +1.2% | +14.3% | +14.4% |
| 30D | -19.6% | +6.2% | -25.7% | -23.6% |
| 3M | -28.5% | +0.9% | -29.4% | -29.3% |
| 6M | -39.5% | +13.6% | -53.2% | -46.7% |
| YTD | +37.2% | +7.6% | +29.6% | +26.2% |
| 1Y | +35.4% | +10.2% | +25.3% | +22.1% |
| 3Y | +359.7% | +79.8% | +279.9% | +165.0% |
| 5Y | +244.0% | +58.0% | +186.0% | +121.6% |
| All | +554.2% | +219.7% | +334.4% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling