+394.5%
GLW vs XLF
+65.1%
+329.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +16.9% | -1.0% | +17.9% | +17.6% |
| 30D | +7.0% | -1.3% | +8.3% | +7.7% |
| 3M | -3.0% | +9.1% | -12.1% | -10.5% |
| 6M | +31.0% | +14.4% | +16.6% | +15.9% |
| YTD | +93.4% | +5.1% | +88.3% | +82.9% |
| 1Y | +134.7% | +8.6% | +126.1% | +115.4% |
| 3Y | +471.8% | +74.4% | +397.4% | +244.3% |
| 5Y | +394.5% | +64.4% | +330.1% | +211.8% |
| All | +394.5% | +65.1% | +329.4% | +211.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling