+72.3%
XLC vs GFS
-20.2%
+92.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.6% | +2.6% | -2.1% | +0.3% |
| 30D | +0.2% | -16.4% | +16.6% | +2.2% |
| 3M | +0.6% | -41.6% | +42.2% | +6.5% |
| 6M | -4.5% | -3.7% | -0.8% | -7.8% |
| YTD | -4.7% | +29.3% | -34.0% | -13.7% |
| 1Y | -1.7% | +37.1% | -38.8% | -12.4% |
| 3Y | +72.3% | -22.1% | +94.4% | +67.9% |
| All | +72.3% | -20.2% | +92.5% | +67.9% |
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 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