+1,687.3%
GLW vs XLY
+1,114.2%
+573.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.2% |
| 7D | +7.8% | -1.7% | +9.5% | +9.4% |
| 30D | -0.4% | -4.2% | +3.7% | +3.0% |
| 3M | -5.6% | -2.7% | -2.9% | -3.9% |
| 6M | +26.7% | -0.6% | +27.4% | +27.3% |
| YTD | +91.0% | -5.0% | +96.1% | +99.4% |
| 1Y | +122.4% | -4.1% | +126.5% | +129.7% |
| 3Y | +471.0% | +33.6% | +437.4% | +325.2% |
| 5Y | +385.6% | +28.7% | +356.9% | +255.4% |
| 10Y | +856.1% | +219.6% | +636.5% | +201.5% |
| All | +1,687.3% | +1,114.2% | +573.2% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling