+119.6%
GLW vs XLU
+4.7%
+114.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.3% |
| 7D | +11.7% | -1.2% | +12.9% | +13.0% |
| 30D | +2.7% | -2.5% | +5.2% | +5.2% |
| 3M | -2.8% | -2.7% | -0.1% | -1.1% |
| 6M | +20.2% | -7.5% | +27.6% | +29.0% |
| YTD | +87.3% | +0.9% | +86.3% | +84.6% |
| 1Y | +119.6% | +3.3% | +116.3% | +125.1% |
| All | +119.6% | +4.7% | +114.9% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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