+384.1%
GLW vs XLK
+146.9%
+237.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +0.8% |
| 7D | +7.8% | +0.2% | +7.6% | +7.7% |
| 30D | -0.4% | -0.6% | +0.2% | +0.3% |
| 3M | -5.6% | +2.6% | -8.1% | -5.3% |
| 6M | +26.7% | +34.0% | -7.2% | +5.3% |
| YTD | +91.0% | +30.7% | +60.4% | +62.2% |
| 1Y | +122.4% | +39.2% | +83.2% | +81.7% |
| 3Y | +471.0% | +120.4% | +350.6% | +243.8% |
| All | +384.1% | +146.9% | +237.2% | +154.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling