+123.2%
GLW vs XLV
+27.5%
+95.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.3% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | -1.3% | +4.4% | -5.8% | -0.1% |
| 3M | -21.8% | +13.2% | -35.0% | -22.3% |
| 6M | +6.9% | +10.1% | -3.2% | +6.7% |
| YTD | +77.2% | +11.7% | +65.5% | +75.0% |
| 1Y | +123.2% | +26.9% | +96.3% | +114.2% |
| All | +123.2% | +27.5% | +95.7% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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