+40.0%
GLW vs XLF
+11.3%
+28.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.3% |
| 7D | +7.7% | +2.7% | +5.1% | +7.9% |
| 30D | -18.8% | +7.6% | -26.5% | -17.4% |
| 3M | -27.7% | +1.1% | -28.8% | -27.4% |
| 6M | -44.4% | +15.9% | -60.3% | -45.0% |
| YTD | +31.3% | +8.4% | +22.8% | +30.2% |
| 1Y | +40.0% | +12.5% | +27.5% | +34.0% |
| All | +40.0% | +11.3% | +28.8% | +34.0% |
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