+526.0%
GLW vs XLK
+706.5%
-180.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -2.4% |
| 7D | +7.7% | +3.4% | +4.4% | +4.9% |
| 30D | -18.8% | -10.6% | -8.3% | -9.2% |
| 3M | -27.7% | -10.6% | -17.1% | -18.4% |
| 6M | -44.4% | -3.5% | -41.0% | -39.6% |
| YTD | +31.3% | +18.7% | +12.6% | +21.4% |
| 1Y | +40.0% | +19.4% | +20.6% | +29.1% |
| 3Y | +339.2% | +94.5% | +244.8% | +169.0% |
| 5Y | +229.2% | +111.2% | +118.0% | +82.9% |
| All | +526.0% | +706.5% | -180.5% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling