+1,557.4%
GLW vs XLU
+633.0%
+924.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +3.8% | +0.8% | +2.9% | +3.2% |
| 30D | -1.3% | -1.3% | 0.0% | -0.4% |
| 3M | -21.8% | -1.3% | -20.5% | -21.5% |
| 6M | +6.9% | -7.6% | +14.5% | +12.9% |
| YTD | +77.2% | +2.3% | +74.9% | +74.5% |
| 1Y | +123.2% | +5.8% | +117.5% | +114.9% |
| 3Y | +400.0% | +50.5% | +349.5% | +272.0% |
| 5Y | +342.8% | +44.1% | +298.7% | +234.4% |
| 10Y | +771.4% | +138.2% | +633.2% | +354.9% |
| All | +1,557.4% | +633.0% | +924.4% | +285.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling