+1,682.6%
GLW vs XLF
+412.0%
+1,270.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +8.9% | +8.5% |
| 7D | +14.0% | +0.2% | +13.8% | +13.7% |
| 30D | +0.4% | -0.5% | +0.9% | +0.5% |
| 3M | -11.3% | +10.6% | -22.0% | -18.3% |
| 6M | +35.1% | +14.3% | +20.8% | +21.4% |
| YTD | +90.5% | +5.5% | +85.0% | +80.6% |
| 1Y | +132.0% | +9.6% | +122.5% | +114.0% |
| 3Y | +463.3% | +75.2% | +388.1% | +272.1% |
| 5Y | +382.5% | +65.5% | +317.0% | +232.2% |
| 10Y | +837.6% | +246.4% | +591.2% | +291.8% |
| All | +1,682.6% | +412.0% | +1,270.6% | +402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling