+35.2%
XLB vs GFS
-9.0%
+44.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.2% |
| 7D | 0.0% | +17.2% | -17.2% | -2.5% |
| 30D | +5.3% | -8.7% | +14.0% | +6.3% |
| 3M | 0.0% | -19.7% | +19.7% | +2.9% |
| 6M | +1.2% | -40.7% | +41.9% | +8.0% |
| YTD | +16.9% | +22.5% | -5.6% | +7.5% |
| 1Y | +20.9% | +25.2% | -4.3% | +10.6% |
| 3Y | +43.3% | -17.7% | +61.0% | +37.2% |
| 5Y | +28.3% | -23.5% | +51.8% | +22.6% |
| All | +35.2% | -9.0% | +44.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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