+34.0%
XLB vs GFI
+524.1%
-490.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | -2.8% | -4.9% | +2.0% | -2.3% |
| 30D | -3.1% | +10.7% | -13.8% | -4.4% |
| 3M | -0.2% | +25.6% | -25.8% | -3.2% |
| 6M | +3.1% | -8.3% | +11.3% | +3.1% |
| YTD | +13.3% | +6.3% | +7.0% | +11.1% |
| 1Y | +12.0% | +22.1% | -10.0% | +7.7% |
| 3Y | +31.4% | +289.2% | -257.8% | +8.3% |
| All | +34.0% | +524.1% | -490.1% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling