+1,193.9%
GLW vs XLI
+1,094.8%
+99.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +5.9% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | -18.2% | +1.1% | -19.3% | -18.4% |
| 3M | -24.2% | -7.7% | -16.5% | -15.4% |
| 6M | -41.7% | -1.8% | -39.9% | -38.6% |
| YTD | +38.3% | +11.1% | +27.2% | +28.5% |
| 1Y | +38.2% | +12.1% | +26.1% | +27.3% |
| 3Y | +363.4% | +73.8% | +289.5% | +157.0% |
| 5Y | +254.6% | +73.8% | +180.8% | +95.6% |
| 10Y | +562.0% | +231.7% | +330.3% | +72.9% |
| All | +1,193.9% | +1,094.8% | +99.1% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling