+45.5%
XLC vs GFS
-2.1%
+47.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -1.4% | +4.5% | -5.9% | -2.2% |
| 30D | -0.9% | -8.2% | +7.3% | +0.4% |
| 3M | -0.3% | -38.9% | +38.5% | +7.5% |
| 6M | -5.2% | -2.9% | -2.3% | -8.5% |
| YTD | -5.3% | +31.8% | -37.1% | -15.5% |
| 1Y | -2.8% | +43.1% | -45.9% | -15.3% |
| 3Y | +71.2% | -20.6% | +91.9% | +64.8% |
| All | +45.5% | -2.1% | +47.6% | +31.6% |
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