+31.0%
XLB vs GFS
-26.8%
+57.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.6% |
| 7D | -1.6% | +6.2% | -7.9% | -2.7% |
| 30D | +7.2% | -11.4% | +18.6% | +8.9% |
| 3M | 0.0% | -15.5% | +15.5% | +2.1% |
| 6M | +2.3% | -42.6% | +44.9% | +10.0% |
| YTD | +18.4% | +23.2% | -4.8% | +8.6% |
| 1Y | +23.3% | +23.6% | -0.2% | +12.8% |
| 3Y | +45.2% | -17.2% | +62.4% | +38.7% |
| 5Y | +31.0% | -23.4% | +54.4% | +24.3% |
| All | +31.0% | -26.8% | +57.7% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling