+1,104.4%
GLW vs XLI
+1,079.1%
+25.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -11.1% | -1.5% | -9.6% | -8.8% |
| 30D | -28.4% | -0.3% | -28.1% | -27.5% |
| 3M | -28.8% | -8.4% | -20.4% | -20.0% |
| 6M | -39.8% | -2.1% | -37.7% | -36.4% |
| YTD | +28.7% | +9.6% | +19.1% | +21.3% |
| 1Y | +27.7% | +10.7% | +17.0% | +19.4% |
| 3Y | +331.3% | +71.6% | +259.8% | +142.8% |
| 5Y | +233.4% | +70.8% | +162.7% | +87.6% |
| 10Y | +521.8% | +228.0% | +293.8% | +64.5% |
| All | +1,104.4% | +1,079.1% | +25.3% | -19.7% |
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 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