+119.6%
GLW vs XLI
+14.8%
+104.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -1.6% |
| 7D | +11.7% | -2.3% | +14.0% | +17.3% |
| 30D | +2.7% | -8.2% | +10.8% | +23.8% |
| 3M | -2.8% | +0.8% | -3.6% | -1.1% |
| 6M | +20.2% | +0.8% | +19.3% | +23.1% |
| YTD | +87.3% | +10.5% | +76.8% | +67.7% |
| 1Y | +119.6% | +14.1% | +105.5% | +89.7% |
| All | +119.6% | +14.8% | +104.8% | +89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling