+851.8%
GLW vs XLV
+174.9%
+676.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.2% |
| 7D | +7.8% | -3.6% | +11.4% | +11.2% |
| 30D | -0.4% | -1.8% | +1.4% | +0.3% |
| 3M | -5.6% | +7.8% | -13.4% | -14.5% |
| 6M | +26.7% | +9.1% | +17.6% | +12.9% |
| YTD | +91.0% | +7.7% | +83.3% | +72.1% |
| 1Y | +122.4% | +20.4% | +102.0% | +78.2% |
| 3Y | +471.0% | +30.8% | +440.2% | +311.6% |
| 5Y | +385.6% | +34.6% | +351.0% | +234.8% |
| All | +851.8% | +174.9% | +676.9% | +257.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling