+463.3%
GLW vs XLI
+71.5%
+391.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.0% | +8.2% |
| 7D | +14.0% | +1.0% | +13.0% | +12.5% |
| 30D | +0.4% | -5.8% | +6.2% | +9.3% |
| 3M | -11.3% | +0.7% | -12.0% | -10.4% |
| 6M | +35.1% | +3.2% | +31.9% | +34.2% |
| YTD | +90.5% | +13.0% | +77.5% | +73.4% |
| 1Y | +132.0% | +16.8% | +115.2% | +105.2% |
| 3Y | +463.3% | +72.4% | +390.9% | +243.5% |
| All | +463.3% | +71.5% | +391.8% | +243.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling