+339.2%
GLW vs XLK
+94.1%
+245.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -2.0% |
| 7D | +7.7% | +3.4% | +4.4% | +4.2% |
| 30D | -18.8% | -10.6% | -8.3% | -7.0% |
| 3M | -27.7% | -10.6% | -17.1% | -16.4% |
| 6M | -44.4% | -3.5% | -41.0% | -38.5% |
| YTD | +31.3% | +18.7% | +12.6% | +22.7% |
| 1Y | +40.0% | +19.4% | +20.6% | +30.6% |
| 3Y | +339.2% | +94.5% | +244.8% | +217.8% |
| All | +339.2% | +94.1% | +245.1% | +217.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling