+32.5%
XLB vs GFS
-21.4%
+54.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.3% |
| 7D | -2.9% | +4.5% | -7.4% | -3.6% |
| 30D | -3.4% | -8.2% | +4.8% | -2.3% |
| 3M | +1.6% | -38.9% | +40.5% | +8.6% |
| 6M | +3.6% | -2.9% | +6.5% | +0.8% |
| YTD | +14.2% | +31.8% | -17.5% | +4.1% |
| 1Y | +15.6% | +43.1% | -27.5% | +3.1% |
| All | +32.5% | -21.4% | +54.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling