+123.2%
GLW vs XLK
+44.7%
+78.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +4.5% |
| 7D | +3.8% | +0.9% | +2.9% | +2.3% |
| 30D | -1.3% | +0.7% | -2.1% | -2.4% |
| 3M | -21.8% | -2.9% | -18.9% | -15.5% |
| 6M | +6.9% | +34.3% | -27.4% | -26.9% |
| YTD | +77.2% | +30.4% | +46.8% | +25.7% |
| 1Y | +123.2% | +43.4% | +79.9% | +47.0% |
| All | +123.2% | +44.7% | +78.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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