+471.0%
GLW vs XLY
+35.2%
+435.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.4% |
| 7D | +7.8% | -1.7% | +9.5% | +9.1% |
| 30D | -0.4% | -4.2% | +3.7% | +2.3% |
| 3M | -5.6% | -2.7% | -2.9% | -4.2% |
| 6M | +26.7% | -0.6% | +27.4% | +27.2% |
| YTD | +91.0% | -5.0% | +96.1% | +97.1% |
| 1Y | +122.4% | -4.1% | +126.5% | +127.7% |
| 3Y | +471.0% | +33.6% | +437.4% | +368.0% |
| All | +471.0% | +35.2% | +435.8% | +368.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 3y: compounded portfolio wealth divided by compounded XLY 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…
3y analysis · Full analysis span regression · 6 months rolling