+139.9%
XLC vs GFI
+1,519.0%
-1,379.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | +4.7% | -6.1% | -1.6% |
| 30D | -0.9% | +14.4% | -15.3% | -1.5% |
| 3M | -0.3% | +32.5% | -32.8% | -1.6% |
| 6M | -5.2% | -7.2% | +2.0% | -5.2% |
| YTD | -5.3% | +10.9% | -16.2% | -6.2% |
| 1Y | -2.8% | +35.5% | -38.3% | -4.7% |
| 3Y | +71.2% | +312.1% | -240.9% | +58.7% |
| 5Y | +37.6% | +524.6% | -487.0% | +24.2% |
| All | +139.9% | +1,519.0% | -1,379.1% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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