+32.1%
XLB vs GFS
-2.1%
+34.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -2.9% | +4.5% | -7.4% | -3.7% |
| 30D | -3.4% | -8.2% | +4.8% | -2.1% |
| 3M | +1.6% | -38.9% | +40.5% | +9.3% |
| 6M | +3.6% | -2.9% | +6.5% | +1.2% |
| YTD | +14.2% | +31.8% | -17.5% | +4.6% |
| 1Y | +15.6% | +43.1% | -27.5% | +3.6% |
| 3Y | +33.1% | -20.6% | +53.8% | +29.2% |
| All | +32.1% | -2.1% | +34.2% | +26.0% |
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