+47.1%
XLC vs GFS
-3.7%
+50.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -0.8% | +1.0% | -1.9% | -1.0% |
| 30D | +1.0% | -8.6% | +9.6% | +2.3% |
| 3M | -0.7% | -46.5% | +45.8% | +9.7% |
| 6M | -5.1% | -4.8% | -0.3% | -8.1% |
| YTD | -4.3% | +29.7% | -33.9% | -14.3% |
| 1Y | -0.6% | +35.8% | -36.4% | -12.4% |
| 3Y | +72.7% | -18.3% | +91.0% | +64.8% |
| All | +47.1% | -3.7% | +50.8% | +33.4% |
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