+1,125.4%
GLW vs XLF
+426.2%
+699.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -5.1% |
| 7D | +7.5% | +2.7% | +4.8% | +5.6% |
| 30D | -19.0% | +7.6% | -26.7% | -23.2% |
| 3M | -27.9% | +1.1% | -29.0% | -28.7% |
| 6M | -44.6% | +15.9% | -60.5% | -50.7% |
| YTD | +31.0% | +8.4% | +22.5% | +21.7% |
| 1Y | +39.7% | +12.5% | +27.2% | +26.5% |
| 3Y | +338.2% | +81.6% | +256.7% | +182.0% |
| 5Y | +228.4% | +59.3% | +169.1% | +132.2% |
| 10Y | +526.9% | +225.4% | +301.5% | +173.1% |
| All | +1,125.4% | +426.2% | +699.2% | +238.3% |
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