+34.8%
XLB vs GFS
-3.7%
+38.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.6% |
| 7D | -1.4% | +1.0% | -2.4% | -1.6% |
| 30D | -0.4% | -8.6% | +8.2% | +0.9% |
| 3M | +2.0% | -46.5% | +48.5% | +12.2% |
| 6M | +1.8% | -4.8% | +6.7% | -0.2% |
| YTD | +16.6% | +29.7% | -13.1% | +7.0% |
| 1Y | +16.9% | +35.8% | -18.9% | +5.9% |
| 3Y | +32.6% | -18.3% | +50.9% | +27.9% |
| All | +34.8% | -3.7% | +38.5% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling