+833.1%
GLW vs XLK
+796.0%
+37.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -1.9% |
| 7D | +11.7% | -0.4% | +12.1% | +12.2% |
| 30D | +2.7% | -0.5% | +3.1% | +3.3% |
| 3M | -2.8% | +5.0% | -7.8% | -4.4% |
| 6M | +20.2% | +32.9% | -12.7% | -1.6% |
| YTD | +87.3% | +29.0% | +58.3% | +57.9% |
| 1Y | +119.6% | +37.8% | +81.8% | +76.2% |
| 3Y | +453.7% | +118.7% | +335.0% | +199.8% |
| 5Y | +376.1% | +145.6% | +230.5% | +126.3% |
| All | +833.1% | +796.0% | +37.1% | +37.3% |
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