+31.0%
XLB vs GFS
0.0%
+31.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | -2.8% | +3.8% | -6.7% | -3.5% |
| 30D | -3.1% | -11.7% | +8.6% | -1.2% |
| 3M | -0.2% | -41.8% | +41.6% | +8.4% |
| 6M | +3.1% | +6.6% | -3.6% | -1.0% |
| YTD | +13.3% | +34.6% | -21.4% | +3.3% |
| 1Y | +12.0% | +46.2% | -34.1% | +0.1% |
| 3Y | +31.4% | -20.3% | +51.7% | +27.5% |
| All | +31.0% | 0.0% | +31.0% | +24.5% |
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