+867.9%
GLW vs XLI
+250.3%
+617.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +3.2% |
| 7D | +16.9% | -0.6% | +17.5% | +17.6% |
| 30D | +7.0% | -6.9% | +13.9% | +16.3% |
| 3M | -3.0% | -1.9% | -1.0% | +0.6% |
| 6M | +31.0% | +1.0% | +30.0% | +33.1% |
| YTD | +93.4% | +11.3% | +82.1% | +78.0% |
| 1Y | +134.7% | +15.8% | +118.9% | +107.9% |
| 3Y | +471.8% | +69.8% | +402.0% | +234.3% |
| 5Y | +394.5% | +80.9% | +313.6% | +169.5% |
| 10Y | +867.9% | +257.2% | +610.7% | +176.3% |
| All | +867.9% | +250.3% | +617.6% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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