+40.7%
XLC vs GFS
-25.2%
+65.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.5% |
| 7D | +3.7% | +7.4% | -3.7% | +2.5% |
| 30D | -1.9% | -15.3% | +13.3% | +0.5% |
| 3M | -3.1% | -21.1% | +18.0% | +0.2% |
| 6M | -6.4% | -44.5% | +38.1% | +1.3% |
| YTD | -6.8% | +19.2% | -26.1% | -16.2% |
| 1Y | -1.7% | +27.2% | -28.9% | -13.1% |
| 3Y | +64.7% | -20.1% | +84.8% | +55.9% |
| All | +40.7% | -25.2% | +65.9% | +30.1% |
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